Arturo Kohatsu‐Higa
- LAN property for an ergodic diffusion with jumps
2015/06/02 by Arturo Kohatsu‐Higa, Eulàlia Nualart, Kohatsu-Higa, Arturo +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Statistical Methods and Inference #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- On the first hitting times of one dimensional elliptic diffusions
2016/09/29 by Noufel Frikha, Frikha, Noufel, Arturo Kohatsu‐Higa +3 · 2 citations
Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Approximation and Integration #Probability (math.PR) #Stochastic processes and statistical mechanics