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Strong discrete time approximation of Stochastic Differential Equations with Time Delay
Küchler, U.
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Platen, E.
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Sonderforschungsbereich 373, Quantifikation und …
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1999
Persistent link: https://www.econbiz.de/10010983492
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Weak Discrete Time Approximation of Stochastic Differential Equations with Time Delay
Küchler, U.
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Platen, E.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005623994
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Coherent Risk Measures, Valuation Bounds, and (My,p) - Portfolio Optimization
Jaschke, S.
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Küchler, U.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742849
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On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, U.
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Vasiliev, V.A.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742868
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Asymptotic Inference for a Linear Stochastic Differential Equation with Time Delay
Gushchin, A.
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Küchler, U.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794907
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On sequential parameter estimation for some linear stochastic differential equations with time delay
Küchler, U.
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Vasiliev, V.A.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794929
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On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Gushchin, A.
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Küchler, U.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795041
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Strong discrete time approximation of Stochastic Differential Equations with Time Delay
Küchler, U.
;
Platen, E.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796204
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Delay Estimation for some Stationary Diffusion-type processes
Küchler, U.
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Kutoyants, Y.
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Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796238
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Über die Stabilität des Euler-Schemas für eine Affine Stochastische Differentialgleichung mit Gedächtnis
Gilsing, H.
;
Küchler, U.
;
Platen, E.
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Sonderforschungsbereich 373, Quantifikation und …
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