Jean JACOD - Abstract
Jean JACOD - Abstract![](/fr/seminaires-conferences/archives/workshop/workshop-s-a-p-s-v-6-8-janvier-2005-1/workshop-s-a-p-s-v-6-8-janvier-2005/jean-jacod-abstract/_attachment/image-header.jpg)
TESTING THE MULTIPLICITY OF A DIFFUSION
Jean JACOD
Université Pierre et Marie Curie
Paris, France
ABSTRACT
We observe a diffusion or a "generalized" diffusion $X$ at discrete times $i/n$ for $i=1,\ldots,n$. The diffusion is $d$-dimensional, and we are looking for the smallest integer $r$ such that one may take a driving Wiener process with dimension $r$. We propose some tests on the value of $r$.