Estimation for stochastic differential equations with a small diffusion coefficient
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Standard
Estimation for stochastic differential equations with a small diffusion coefficient. / Sørensen, Michael; Gloter, Arnaud.
I: Stochastic Processes and Their Applications, Bind 119, 2009, s. 679 - 699.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Sørensen, M & Gloter, A 2009, ' Estimation for stochastic differential equations with a small diffusion coefficient', Stochastic Processes and Their Applications, bind 119, s. 679 - 699.
APA
Sørensen, M., & Gloter, A. (2009). Estimation for stochastic differential equations with a small diffusion coefficient. Stochastic Processes and Their Applications, 119, 679 - 699.
Vancouver
Sørensen M, Gloter A. Estimation for stochastic differential equations with a small diffusion coefficient. Stochastic Processes and Their Applications. 2009;119:679 - 699.
Author
Bibtex
@article{891568101d0f11deb43e000ea68e967b,
title = " Estimation for stochastic differential equations with a small diffusion coefficient",
author = "Michael S{\o}rensen and Arnaud Gloter",
year = "2009",
language = "English",
volume = "119",
pages = "679 -- 699",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",
}
RIS
TY - JOUR
T1 - Estimation for stochastic differential equations with a small diffusion coefficient
AU - Sørensen, Michael
AU - Gloter, Arnaud
PY - 2009
Y1 - 2009
M3 - Journal article
VL - 119
SP - 679
EP - 699
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
SN - 0304-4149
ER -
ID: 11639377