A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors
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Publication:1361122
DOI10.2307/3318650zbMath0882.60017OpenAlexW2086828871MaRDI QIDQ1361122
Publication date: 2 March 1998
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1178291930
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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