Geodesic

Tome 13 (2007) no. 1

Sommaire

On one stochastic optimal control
p. 1-12
Results on fractal measure
p. 13-22
Arbitrage with fractional brownian
p. 23-34
A limit theorem for semi-markov process
p. 35-43
Precise asymptotics over a small
p. 44-56
Simex estimator for polynomial
p. 57-65
Remark on optimal investment in a
p. 66-76
Asymptotically optimal estimator of
p. 77-85
Consistency of $M$-estimates in general
p. 86-97
Diffusion approximation algorithms in
p. 98-102
Asymptotic equivalence of the
p. 103-109
Uniqueness in law of solutions of
p. 110-121
Efficiency comparison of two
p. 122-131
Estimation of the rate of
p. 132-143
On the asymptotic normality of the
p. 144-151