4. Mathematics
  5. Probability

Reinhard Hoepfner

Mathematics – Probability

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A time inhomogeneous Cox-Ingersoll-Ross diffusion with jumps

Mathematics – Probability
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An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps

Mathematics – Probability
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Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion

Mathematics – Statistics Theory
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Estimating discontinuous periodic signals in a non-time homogeneous diffusion process

Mathematics – Statistics Theory
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On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion

Mathematics – Statistics Theory
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