HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?
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Publication:6170144
DOI10.1017/S0266466622000214MaRDI QIDQ6170144FDOQ6170144
Authors: C. Y. Robert
Publication date: 15 August 2023
Published in: Econometric Theory (Search for Journal in Brave)
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