Let X = ( X t ) t ∈ [0, T] be a d-dimensional diffusion process defined by the following stochastic differential equation.

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Sampling Problems for Stochastic Processes

  • Masayuki Uchida,
  • Nakahiro Yoshida

摘要

Let X = ( X t ) t ∈ [0, T] be a d-dimensional diffusion process defined by the following stochastic differential equation.