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Browsing by Author "Liptser, R."
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2005-09-09BuchDeviation Probability Bound for Martingales with Applications to Statistical Estimation Liptser, R.; Spokoiny, Vladimir
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2006-03-16BuchOn Estimating a dynamic function of a stochastic system with averaging Liptser, R.; Spokoiny, VladimirWe consider a two-scaled diffusion system, when drift and diffusion parameters of the “slow” component are contaminated by the “ fast” unobserved component. The goal is to estimate the dynamic function which is defined by ...