On a Statistical Information Measure of Diffusion Processes

Statistics and Risk Modeling

Volumn 17, Issue 4, 1999, Pages 359-376

  Stumme, Wolfgang ^a  

^a UNIVERSITY OF ULM   (Germany)

Author keywords

I divergence; multidimensional stochastic differential equations; singular drifts

Indexed keywords

EID: 33847331473     PISSN: 21931402     EISSN: 21967040     Source Type: Journal    
DOI: 10.1524/strm.1999.17.4.359     Document Type: Article

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