Model-adaptive optimal discretization of stochastic integrals
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Cites work
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- Discretization error of stochastic integrals
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- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- Minimax estimation of the diffusion coefficient through irregular samplings
- On approximation of a class of stochastic integrals and interpolation
- On estimating the diffusion coefficient from discrete observations
- Optimal discretization of stochastic integrals driven by general Brownian semimartingale
- Optimal pointwise approximation of SDEs based on Brownian motion at discrete points
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