Small-diffusion asymptotics for discretely sampled stochastic differential equations

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Standard

Small-diffusion asymptotics for discretely sampled stochastic differential equations. / Sørensen, Michael; Uchida, Masayuki.

In: Bernoulli, No. 9 (6), 2003, p. 1051 - 1069.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Sørensen, M & Uchida, M 2003, 'Small-diffusion asymptotics for discretely sampled stochastic differential equations', Bernoulli, no. 9 (6), pp. 1051 - 1069.

APA

Sørensen, M., & Uchida, M. (2003). Small-diffusion asymptotics for discretely sampled stochastic differential equations. Bernoulli, (9 (6)), 1051 - 1069.

Vancouver

Sørensen M, Uchida M. Small-diffusion asymptotics for discretely sampled stochastic differential equations. Bernoulli. 2003;(9 (6)):1051 - 1069.

Author

Sørensen, Michael ; Uchida, Masayuki. / Small-diffusion asymptotics for discretely sampled stochastic differential equations. In: Bernoulli. 2003 ; No. 9 (6). pp. 1051 - 1069.

Bibtex

@article{86d64b7074c211dbbee902004c4f4f50,
title = "Small-diffusion asymptotics for discretely sampled stochastic differential equations",
author = "Michael S{\o}rensen and Masayuki Uchida",
year = "2003",
language = "English",
pages = "1051 -- 1069",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
number = "9 (6)",

}

RIS

TY - JOUR

T1 - Small-diffusion asymptotics for discretely sampled stochastic differential equations

AU - Sørensen, Michael

AU - Uchida, Masayuki

PY - 2003

Y1 - 2003

M3 - Journal article

SP - 1051

EP - 1069

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

IS - 9 (6)

ER -

ID: 77126