ASYMPTOTIC BAYESIAN-ESTIMATION OF A 1ST ORDER EQUATION WITH SMALL DIFFUSION

被引：25

作者：

HIJAB, O

机构：

来源：

关键词：

D O I：

10.1214/aop/1176993238

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：890 / 902

页数：13

共 10 条

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Stroock D.W., 2007, MULTIDIMENSIONAL DIF

[7] ASYMPTOTIC PROBABILITIES AND DIFFERENTIAL EQUATIONS [J].

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[8] DIFFUSION PROCESSES IN A SMALL TIME INTERVAL [J].

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[10]

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