On Castellana–Leadbetter's Condition for Diffusion Density Estimation A. Yu. Veretennikov OriginalPaper Pages: 1 - 9
A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets Bertrand MelenbergBas J.M. Werker OriginalPaper Pages: 11 - 30
Sequential Variational Testing Hypotheses on the Wiener Process Under Delayed Observations Leonid I. GaltchoukPhotis P. Nobelis OriginalPaper Pages: 31 - 56
Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic PDEs Disturbed by Small Noise M. Huebner OriginalPaper Pages: 57 - 68
Efficient Estimation in a Semiparametric Autoregressive Model Anton Schick OriginalPaper Pages: 69 - 98