5 citations · 10 across the 4 of their papers we have counts for
4 papers
On Parameter Estimation of the Hidden Gaussian Process in perturbed SDE
Yury A. Kutoyants, Li Zhou
We present results on parameter estimation and non-parameter estimation of the linear partially observed Gaussian system of stochastic differential equations. We propose new one-st…
On Approximation of the Backward Stochastic Differential Equation
Yury A. Kutoyants, Li Zhou
We consider the problem of approximation of the solution of the backward stochastic differential equation in the Markovian case. We suppose that the trend coefficient of the diffus…
On Goodness-of-fit Testing for Ergodic Diffusion Process with Shift Parameter
Ilia Negri, Li Zhou
A problem of goodness-of-fit test for ergodic diffusion processes is presented. In the null hypothesis the drift of the diffusion is supposed to be in a parametric form with unknow…
Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers
Shaolin Ji, Zhen Wu, Li Zhou
In this paper we study reflected backward stochastic differential equations with a continuous, linear growth coefficient and two barriers which belong to L^2. We prove that there e…