scientific article; zbMATH DE number 3928013

MaRDI QIDQ3702220zbMATH OpenFDO

Authors Didier Dacunha-Castelle, D. Florens-Zmirou

Publication date 1984

zbMATH Keywords

loss of information due to discretizationoptimal sampling ruleOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes: estimation; hidden Markov models (62M05)

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