Estimation for stochastic differential equations with a small diffusion coefficient

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Standard

 Estimation for stochastic differential equations with a small diffusion coefficient. / Sørensen, Michael; Gloter, Arnaud.

I: Stochastic Processes and Their Applications, Bind 119, 2009, s. 679 - 699.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Sørensen, M & Gloter, A 2009, ' Estimation for stochastic differential equations with a small diffusion coefficient', Stochastic Processes and Their Applications, bind 119, s. 679 - 699.

APA

Sørensen, M., & Gloter, A. (2009).  Estimation for stochastic differential equations with a small diffusion coefficient. Stochastic Processes and Their Applications, 119, 679 - 699.

Vancouver

Sørensen M, Gloter A.  Estimation for stochastic differential equations with a small diffusion coefficient. Stochastic Processes and Their Applications. 2009;119:679 - 699.

Author

Sørensen, Michael ; Gloter, Arnaud. /  Estimation for stochastic differential equations with a small diffusion coefficient. I: Stochastic Processes and Their Applications. 2009 ; Bind 119. s. 679 - 699.

Bibtex

@article{891568101d0f11deb43e000ea68e967b,
title = " Estimation for stochastic differential equations with a small diffusion coefficient",
author = "Michael S{\o}rensen and Arnaud Gloter",
year = "2009",
language = "English",
volume = "119",
pages = "679 -- 699",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",

}

RIS

TY - JOUR

T1 -  Estimation for stochastic differential equations with a small diffusion coefficient

AU - Sørensen, Michael

AU - Gloter, Arnaud

PY - 2009

Y1 - 2009

M3 - Journal article

VL - 119

SP - 679

EP - 699

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

ER -

ID: 11639377