ASYMPTOTIC LIKELIHOOD THEORY FOR DIFFUSION PROCESSES

[1] BILLINGSLEY P, 1961, ANN MATH STAT, V32, P12, DOI 10.1214/aoms/1177705136

[2] BILLINGSLEY P, 1961, STATISTICAL INFERENC

[3] Breiman L., 1968, PROBABILITY

[4] MARTINGALE CONVERGENCE TO INFINITELY DIVISIBLE LAWS WITH FINITE VARIANCES [J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1971, 162 (NDEC) : 449 - &

[5] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[6] Gikhman I. I., 1972, STOCHASTIC DIFFERENT

[7] ABSOLUTE CONTINUITY AND RADON-NIKODYM DERIVATIVES FOR CERTAIN MEASURES RELATIVE TO WIENER MEASURE [J]. ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01): : 130 - &

[8] MCKEAN HD, 1968, STOCHASTIC INTEGRALS

[9] Scott D.J., 1973, ADV APPL PROBAB, V5, P119

[1] BILLINGSLEY P, 1961, ANN MATH STAT, V32, P12, DOI 10.1214/aoms/1177705136

[2] BILLINGSLEY P, 1961, STATISTICAL INFERENC

[3] Breiman L., 1968, PROBABILITY

[4] MARTINGALE CONVERGENCE TO INFINITELY DIVISIBLE LAWS WITH FINITE VARIANCES [J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1971, 162 (NDEC) : 449 - &

[5] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[6] Gikhman I. I., 1972, STOCHASTIC DIFFERENT

[7] ABSOLUTE CONTINUITY AND RADON-NIKODYM DERIVATIVES FOR CERTAIN MEASURES RELATIVE TO WIENER MEASURE [J]. ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01): : 130 - &

[8] MCKEAN HD, 1968, STOCHASTIC INTEGRALS

[9] Scott D.J., 1973, ADV APPL PROBAB, V5, P119