Small-diffusion asymptotics for discretely sampled stochastic differential equations

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Least squares estimators for stochastic differential equations driven by small Lévy noises (2017, methodology): “Sørensen and Uchida [36] and Gloter and Sørensen [11] used a contrast function to study the efficient estimation for unknown parameters in both drift and diffusion coefficient functions.”
Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (2004, methodology): “Recently, Sørensen & Uchida (2003) investigated efficient estimation for unknown parameters in both drift and diffusion coefficient functions.”
Estimation for stochastic differential equations with a small diffusion coefficient (2009, methodology): “Again by a repetition of the arguments in Sørensen & Uchida (2003) it is sufficient to show the following convergence uniformly with respect to β: n−1{Uε,n(α̂ε,n, β) − Uε,n(α̂ε,n, β0)} n→∞,ε→0−−−−−−−→ P U2(β, β0).”
Asymptotic Expansion for Small Diffusions Applied to Option Pricing (2004, methodology): “For the first order asymptotic theory for small diffusion models, see [3, 9–11, 19, 20, 25, 26].”