Estimation of the diffusion coefficient from crossings (Q1962691)
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scientific article; zbMATH DE number 1396072
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation of the diffusion coefficient from crossings |
scientific article; zbMATH DE number 1396072 |
Statements
Estimation of the diffusion coefficient from crossings (English)
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6 March 2002
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diffusions
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local time
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crossings
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discretization
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0.829903244972229
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0.829903244972229
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0.8044123649597168
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0.8023183941841125
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