Introduces Lie-Trotter and Strang splitting schemes for explicit pseudo-likelihood MLEs in SDEs with Hölder multiplicative noise, proving strong mean-square convergence, state preservation, consistency, and asymptotic normality of the LT estimator.
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A survey highlighting known results on descriptional complexity of finite automata, noting non-recursive trade-offs and uncomputability of state complexity for certain combined regularity-preserving operations.
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Splitting schemes and estimators for stochastic differential equations with H\"older multiplicative noise
Introduces Lie-Trotter and Strang splitting schemes for explicit pseudo-likelihood MLEs in SDEs with Hölder multiplicative noise, proving strong mean-square convergence, state preservation, consistency, and asymptotic normality of the LT estimator.
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Descriptional Complexity of Finite Automata -- Selected Highlights
A survey highlighting known results on descriptional complexity of finite automata, noting non-recursive trade-offs and uncomputability of state complexity for certain combined regularity-preserving operations.