A Central Limit Theorem for Normalized Functions of the Increments of a Diffusion Process, in the Presence of Round-Off Errors

Abstract

Sylvain Delattre, Jean Jacod, A Central Limit Theorem for Normalized Functions of the Increments of a Diffusion Process, in the Presence of Round-Off Errors, Bernoulli, Vol. 3, No. 1 (Mar., 1997), pp. 1-28

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