Semiparametric estimation of McKean-Vlasov SDEs

Reference : Semiparametric estimation of McKean-Vlasov SDEs


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/51862

Title :	Semiparametric estimation of McKean-Vlasov SDEs
Language :	English
Author, co-author :	Belomestny, Denis [Duisburg-Essen University > Faculty of Mathematics]
	Pilipauskaite, Vytauté [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
	Podolskij, Mark [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
Publication date :	In press
Journal title :	Annales de l'Institut Henri Poincaré (B), Probabilités et Statistiques
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0246-0203
Permalink :	http://hdl.handle.net/10993/51862

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