Resumen de On the estimation of the drift coefficient in diffusion processes with random stopping times

Ramón Gutiérrez Jáimez, Aurora Hermoso Carazo, Manuel Molina Fernández

• This paper considers stochastic differential equations with solutions which are multidimensional diffusion processes with drift coefficient depending on a parametric vector ?. By considering a trajectory observed up to a stopping time, the maximum likelihood estimator for ? has been obtained and its consistency and asymptotic normality have been proved