LAQ property for singular drift parameters of diffusions with discrete observations

DOI10.1007/S10013-025-00738-XMaRDI QIDQ7238944zbMATH OpenFDO

Authors Vu Thi Hue, Ngoc Khue Tran, H. L. Ngo

Publication date 8 May 2026

Published in Vietnam Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10013-025-00738-X

zbMATH Keywords

local asymptotic quadraticityMalliavin calculusmultivariate inhomogeneous diffusionssingular parameter

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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