Markov Semigroups and Estimating Functions, with Applications to Some Financial Models
نویسندگان
چکیده
We consider the probabilistic approach to the problems treated in [7]. We focus on the diffusion models generated by L θ,a u(x) := θ 2 x 2a u + (θ 2 a x 2a−1 + θ 1 x a) u , θ = (θ 1 , θ 2) T ∈ R × (0, +∞), when a = 1 2 or a = 1 and face the problem of finding optimal (in the asymptotic sense) estimators of the unknown parameter vector θ.
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