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20052008
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations · 475 across the 4 of their papers we have counts for

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math.PR2007★ 15 cited

LAMN property for hidden processes: the case of integrated diffusions

Arnaud Gloter, Emmanuel Gobet

In this paper we prove the Local Asymptotic Mixed Normality (LAMN) property for the statistical model given by the observation of local means of a diffusion process . Our data a…