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Asymptotic representation of the process of the likelihood ratio in the case of a discontinuous density

โœ Scribed by V. E. Mosyagin


Publisher
SP MAIK Nauka/Interperiodica
Year
1994
Tongue
English
Weight
408 KB
Volume
35
Category
Article
ISSN
0037-4466

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Exact Asymptotics of the Density of the
โœ Vladimir G. Danilov; Serguei M. Frolovitchev ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 359 KB ๐Ÿ‘ 2 views

In this paper we consider some Kolmogorov -Feller equations with a small parameter h. We present a method for constructing the exact (exponential) asymptotics of the fundamental solution of these equations for finite time intervals uniformly with respect to h. This means that we construct an asympt