Statistical Inference for Stochastic Processes
 2000
DOI: 10.1023/a:1009983802178
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R. Liptser
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Vladimir Spokoiny
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Cited by 6 publications
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References 27 publications
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Stochastic Systems

Kuehn1
2014
Applied Mathematical Sciences
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Stochastic Systems

Kuehn1
2014
Applied Mathematical Sciences
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Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion

Zhi
1
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Yan
2
2019
Nonlinear Analysis: Hybrid Systems
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MDP for integral functionals of fast and slow processes with averaging

Guillin
1
,
Liptser
2
2005
Stochastic Processes and their Applications
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