Maximum likelihood estimation for nonlinear reflected stochastic differential equations
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asymptotic distributionconsistencylaw of iterated logarithmmaximum likelihood estimationnonlinear reflected stochastic differential equationssimulation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Asymptotic properties of parametric estimators (62F12) Numerical solutions to stochastic differential and integral equations (65C30)
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- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
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