共 50 条
- [2] A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients [J]. ANNALS OF APPLIED PROBABILITY, 2006, 16 (01): : 107 - 139
- [5] Large deviation of diffusion processes with discontinuous drift [J]. STOCHASTIC ANALYSIS AND RELATED TOPICS VII, 2001, 48 : 159 - 175
- [7] DIFFUSION-PROCESSES - DISCONTINUOUS COEFFICIENTS, DEGENERATE DIFFUSION, RANDOMIZED DRIFT [J]. DOKLADY AKADEMII NAUK SSSR, 1981, 260 (05): : 1036 - 1040
- [9] Bootstrap specification tests for diffusion processes [J]. JOURNAL OF ECONOMETRICS, 2005, 124 (01) : 117 - 148