Nonparametric estimation of the transition density function for diffusion processes

Authors

Fabienne Comte (ORCID: https://orcid.org/0000-0001-7535-0054)
Nicolas Marie (ORCID: https://orcid.org/0000-0002-5530-500X)

Publication Details

Journal: Stochastic Processes and their Applications
Published: 2025-04-26
DOI: https://doi.org/10.1016/j.spa.2025.104667
Primary Topic: Stochastic processes and financial applications
Type: article
Field-Weighted Citation Impact: 0.00

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article

Nonparametric estimation of the transition density function for diffusion processes

Fabienne Comte, Nicolas Marie

Apr 26, 2025

Stochastic Processes and their Applications

Stochastic processes and financial applications

article

Nonparametric estimation of the transition density function for diffusion processes

Fabienne Comte, Nicolas Marie

April 26, 2025article en

Abstract

No abstract available for this paper.

Stochastic Processes and their ApplicationsVol. 188

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Stochastic processes and financial applications

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Nonparametric estimation of the transition density function for diffusion processes — Fabienne Comte, Nicolas Marie · Stochastic Processes and their Applications (2025) | TGRS Research Map | TGRS