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Results: 5

Authors: JACOD J
Citation: J. Jacod, RATES OF CONVERGENCE TO THE LOCAL TIME OF A DIFFUSION, Annales de l'I.H.P. Probabilites et statistiques, 34(4), 1998, pp. 505-544

Authors: JACOD J PROTTER P
Citation: J. Jacod et P. Protter, ASYMPTOTIC ERROR DISTRIBUTIONS FOR THE EULER METHOD FOR STOCHASTIC DIFFERENTIAL-EQUATIONS, Annals of probability, 26(1), 1998, pp. 267-307

Authors: DELATTRE S JACOD J
Citation: S. Delattre et J. Jacod, A CENTRAL-LIMIT-THEOREM FOR NORMALIZED FUNCTIONS OF THE INCREMENTS OFA DIFFUSION PROCESS, IN THE PRESENCE OF ROUND-OFF ERRORS, Bernoulli, 3(1), 1997, pp. 1-28

Authors: JACOD J SKOROKHOD AV
Citation: J. Jacod et Av. Skorokhod, JUMPING MARKOV-PROCESSES, Annales de l'I.H.P. Probabilites et statistiques, 32(1), 1996, pp. 11-67

Authors: GENONCATALOT V JACOD J
Citation: V. Genoncatalot et J. Jacod, ESTIMATION OF THE DIFFUSION-COEFFICIENT FOR DIFFUSION-PROCESSES - RANDOM SAMPLING, Scandinavian journal of statistics, 21(3), 1994, pp. 193-221
Risultati: 1-5 |