A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors

Bernoulli

Volumn 3, Issue 1, 1997, Pages 1-28

  Delattre, Sylvain ^a   Jacod, Jean ^a  

^a CNRS   (France)

Author keywords

Functional limit theorems; Round off errors; Stochastic differential equations

Indexed keywords

EID: 84941024203     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318650     Document Type: Article

References (9)

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