Daria, Loukianova - In: Statistics & Probability Letters 62 (2003) 2, pp. 111-115
Using a simple semigroup argument we show the almost sure convergence of the maximum likelihood estimator (MLE) for a drift parameter of diffusions given by dXt=dBt-[backward difference]U([theta],Xt) dt. The unknown parameter [theta] here belongs to an arbitrary compact metric space.