A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors
作者： Sylvain Delattre , Jean Jacod
DOI: 10.2307/3318650
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摘要: Let X be a one-dimensional diffusion process. For each n≥ 1 we have a round-off level α_n>0 and we consider the rounded-off value Xt (α n)= α n Xt/α n. We are interested in the …
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