Local linear estimators for reflected diffusions

DOI10.1080/10485252.2024.2426099MaRDI QIDQ6885328zbMATH OpenFDO

Authors Dingwen Zhang

Publication date 11 December 2025

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2024.2426099

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonparametric estimation (62G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(1)

• Nonparametric estimation of forward-backward stochastic differential equations with random terminal time

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