Maximum likelihood estimation for nonlinear reflected stochastic differential equations (Q6930818)

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scientific article; zbMATH DE number 8092440
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    Maximum likelihood estimation for nonlinear reflected stochastic differential equations
    scientific article; zbMATH DE number 8092440

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      Maximum likelihood estimation for nonlinear reflected stochastic differential equations (English)
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      12 September 2025
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      nonlinear reflected stochastic differential equations
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      maximum likelihood estimation
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      law of iterated logarithm
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      consistency
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      asymptotic distribution
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      simulation
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