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A Continuous Kernel for the Transition Semigroup Associated with a Diffusion Process in a Hilbert Space

✍ Scribed by Isabel Simã


Publisher
Springer
Year
2005
Tongue
English
Weight
388 KB
Volume
71
Category
Article
ISSN
0037-1912

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Kernel density estimator in an infinite-
✍ S Dabo-Niang 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 313 KB

We estimate the common probability density function of n i.i.d, observations at a fixed point, valued in an infinite-dimensional Banach space. A kernel estimator is proposed. Convergence in mean square is proved. Application to process of diffusion type is considered. (~) 2004 Elsevier Ltd. All righ