The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...
Stochastic processes provide a mathematical framework to describe systems evolving under intrinsic randomness, while anomalous diffusion refers to the deviation from classical Brownian motion where ...
We prove the local asymptotic mixed normality (LAMN) property for a family of probability measures defined by parametrized diffusion processes with nonsynchronous observations. We assume that ...
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