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Edgeworth type expansions for Euler schemes for stochastic differential equations.

Valentin D. KonakovEnno Mammen
Published in: Monte Carlo Methods Appl. (2002)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • fractional brownian motion
  • additive gaussian noise
  • information extraction
  • differential equations
  • long range
  • stochastic process