On local linear approximations to diffusion processes
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Publication:642240
DOI10.1155/2011/906846zbMATH Open1278.60119DBLPjournals/ijmmsc/DuanQZ11OpenAlexW2063184277WikidataQ58687980 ScholiaQ58687980MaRDI QIDQ642240FDOQ642240
Authors: Juan-Miguel Gracia 
Publication date: 26 October 2011
Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/906846
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Cites Work
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- A representation formula for transition probability densities of diffusions and applications
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- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
- Estimators of diffusions with randomly spaced discrete observations: a general theory
- Smooth Transition Densities for One-Dimensional Diffusions
- Estimation for nonlinear stochastic differential equations by a local linearization method1
- Long-time behaviour of heat flow: Global estimates and exact asymptotics
- On conditional diffusion processes
- Approximate maximum likelihood estimation for diffusion processes from discrete observations
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