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Ito-Ventzel's formula for semimartingales, asymptotic properties of mle and recursive estimation

  • Special Problems In Martingale Theory And Stochastic Calculus
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Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 96))

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Hans Jürgen Engelbert Wolfgang Schmidt

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© 1987 Springer-Verlag

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Lazrieva, N.L., Toronjadze, T.A. (1987). Ito-Ventzel's formula for semimartingales, asymptotic properties of mle and recursive estimation. In: Engelbert, H.J., Schmidt, W. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 96. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0038950

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  • DOI: https://doi.org/10.1007/BFb0038950

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