MetadatenAuthor details: | Jan Gairing, Michael HögeleGND, Tetiana Kosenkova, Alexei Michajlovič KulikORCiDGND |
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URN: | urn:nbn:de:kobv:517-opus-68886 |
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Publication series (Volume number): | Preprints des Instituts für Mathematik der Universität Potsdam (2(2013)16) |
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Publication type: | Preprint |
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Language: | English |
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Publication year: | 2013 |
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Publishing institution: | Universität Potsdam |
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Release date: | 2013/11/22 |
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Tag: | Lévy diffusion approximation; Skorokhod' s invariance principle; coupling methods; statistical model selection |
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Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
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DDC classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
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MSC classification: | 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Fxx Limit theorems [See also 28Dxx, 60B12] / 60F17 Functional limit theorems; invariance principles |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G51 Processes with independent increments; Lévy processes |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Hxx Stochastic analysis [See also 58J65] / 60H10 Stochastic ordinary differential equations [See also 34F05] |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J60 Diffusion processes [See also 58J65] |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J75 Jump processes |
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Collection(s): | Universität Potsdam / Schriftenreihen / Preprints des Instituts für Mathematik der Universität Potsdam, ISSN 2193-6943 / 2013 |
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License (German): | Keine öffentliche Lizenz: Unter Urheberrechtsschutz |
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