The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...
The Annals of Statistics, Vol. 36, No. 1 (Feb., 2008), pp. 167-198 (32 pages) We propose a test for model specification of a parametric diffusion process based on a kernel estimation of the ...
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