Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion

Author: Samos Sandie Souchet  

Publisher: Edp Sciences

E-ISSN: 1262-3318|4|issue|233-258

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.4, Iss.issue, 2010-03, pp. : 233-258

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Abstract