Martingales and diffusions, limit theory and statistical inference

Thesis

Cover

Titlepage

Dankwoord

Contents

Introduction

Part I Continuous Martingales and Diffusions

1 Continuous martingales

2 One-dimensional diffusions

3 Curve estimation for diffusions

4 Stochastic differential equations

Part II Martingales with Jumps

5 Exponential inequalities

6 A central limit theorem

References

Summary

Samenvatting

Cover