Diffusions with measurement errors.  I. Local Asymptotic Normality

Arnaud Gloter; Jean Jacod

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On the helix equation

Mohamed Hmissi, Imene Ben Salah, Hajer Taouil (2012)

ESAIM: Proceedings

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This paper is devoted to the helices processes, i.e. the solutions H : ℝ × Ω → ℝ^d , (t, ω) ↦ H(t, ω) of the helix equation $\begin{matrix} H (0,ω) = 0; H (s + t,ω) = H (s, Φ (t,ω)) + H (t,ω) \end{matrix}$ where Φ : ℝ × Ω → Ω, (t, ω) ↦ Φ(t, ω) is a dynamical...