Statistical convergence of Markov experiments to diffusion limits
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Publication:2448706
DOI10.3150/12-BEJ500zbMath1321.60010arXiv1201.6307MaRDI QIDQ2448706
Enno Mammen, Jeannette H. C. Woerner, Valentin Konakov
Publication date: 5 May 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.6307
Applications of statistics to actuarial sciences and financial mathematics (62P05) Diffusion processes (60J60) Convergence of probability measures (60B10) Markov processes (60J99)
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