2 results
Stochastic Taylor expansions and heat kernel asymptotics∗
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- Journal:
- ESAIM: Probability and Statistics / Volume 16 / 2012
- Published online by Cambridge University Press:
- 31 October 2012, pp. 453-478
- Print publication:
- 2012
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On effects of discretization on estimators of drift parameters for diffusion processes
- Part of
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- Journal:
- Journal of Applied Probability / Volume 33 / Issue 4 / December 1996
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1061-1076
- Print publication:
- December 1996
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