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Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise
High-frequency data integrated volatility spot volatility estimation Le Cam defciency equivalence of experiments Gaussianshift
2010/4/27
The basic model for high-frequency data in finance is considered, where an efficient price process is observed under microstructure noise. It is shown that this nonparametric model is in Le Cam's sens...
Explicit quasi-periodic wave solutions and asymptotic analysis to the supersymmetric Ito's equation
quasi-periodic wave super-Hirota bilinear asymptotic analysis
2010/4/1
Based on a Riemann theta function and the super-Hirota bilinear form, we propose a key formula for explicitly constructing quasi-periodic wave solutions of the supersymmetric Ito's equation in supersp...
Asymptotic Formulas for the Eigenvalues of the Schrodinger Operator
Asymptotic Formulas Schrodinger Operator
2010/3/1
In this paper, we obtain asymptotic formulas for the eigenvalues of the d-dimensional Schrodinger operator L=-D +q(x) in d-dimensional parallelepiped F with Dirichlet and Neumann boundary conditions.
Asymptotic Formulas for the Eigenvalues of the Schrodinger Operator
Asymptotic Formulas Schrodinger Operator
2010/3/1
In this paper, we obtain asymptotic formulas for the eigenvalues of the d-dimensional Schrodinger operator L=-D +q(x) in d-dimensional parallelepiped F with Dirichlet and Neumann boundary conditions.
