{"entities":{"Q5956288":{"pageid":8133090,"ns":120,"title":"Item:Q5956288","lastrevid":47746081,"modified":"2026-01-02T14:24:17Z","type":"item","id":"Q5956288","labels":{"en":{"language":"en","value":"Malliavin calculus and martingale expansion"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1709002"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$5E35F22A-CEE9-422F-8AA3-A5B4113E16B0","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"3aec96657b4db6c783f912c6ec0a9973bb5bca96","datavalue":{"value":{"text":"Malliavin calculus and martingale expansion","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5956288$965C2D72-3FC2-4CF3-9000-084F1252554E","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"11ce98180e03c1dba2c2fa4544fa7018b7619c28","datavalue":{"value":"0998.60055","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956288$5405A292-1619-41CF-AE84-FA0C912FEA59","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"fb5c521900fd3ca2c8aeaa33071a2234e63d7d71","datavalue":{"value":"10.1016/S0007-4497(01)01095-8","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956288$C77CF980-F962-4A03-8420-F8065412E9CE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"3998c4f9d36306fff7e6a0ea777cd0317e28045d","datavalue":{"value":{"entity-type":"item","numeric-id":222121,"id":"Q222121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$6C1668E4-39FC-4798-AC3D-FE78BA64B4C9","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"2f82867e16f4b0aa5c379ffa08a53e6c90a1405e","datavalue":{"value":{"entity-type":"item","numeric-id":172275,"id":"Q172275"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$7D824F66-04CE-4DC8-ACBC-ECC1391BC391","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"eb77668c0bac74ac5ea553fa2146ed5e736444f1","datavalue":{"value":{"time":"+2002-07-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5956288$93C75ADB-AB94-47CE-A347-08219EB40BFD","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"d7f6b969ffb3599e5fb1a5714e6f610d521b3c60","datavalue":{"value":"The aim of this work is an expansion formula for functionals \\(\\mathbb{E}(g(M^n_{T_n})\\) for a sequence \\((T_n)\\) of positive reals and a sequence \\((M^n)\\) of local martingales having jumps, when the function \\(g\\) is not necessarily regular. The two first terms of such an expansion are given, under a series of technical assumptions. The proof is based on the Malliavin calculus with jumps.","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956288$6C7D2394-C08D-4EAB-9CD3-5C095E5BF726","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"afd9d387d5b495e8550df0b9214728717d6de8b5","datavalue":{"value":{"entity-type":"item","numeric-id":177306,"id":"Q177306"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$5D37F7EE-213E-43D9-99E2-B1455EA3F8B5","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4187c789cd3cc2284fdbe869bc1aa730ffdee026","datavalue":{"value":"60H07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956288$BF26ABF8-BE68-4A17-947E-7673FAF53B73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ed4d55e3e61150aa8fe2d0b34dd7ca7ed0b67ce","datavalue":{"value":"60G42","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956288$7EAB14DA-F11A-49CE-8A76-A81B4348202D","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"0938242f7975fa9b1623ef1da6b77a3dda47d13e","datavalue":{"value":"1709002","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956288$8AA2432F-4265-4D38-8E9C-85CD5BB22431","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"90f1392dd52b36036edc204f7879dbe6ef388cad","datavalue":{"value":"martingale expansion","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956288$E931EEA0-A438-45C5-B4B8-8C639980B26A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d2befd37ac1d317f0ecc5771b647a6778f5e60c7","datavalue":{"value":"Malliavin calculus with jumps","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956288$7BE98714-7831-4A97-8CE4-EF389D78F131","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$7BD11805-D32D-455C-9894-8EDF89CF8131","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"4073e1ebc87f545e34579f44488d7b6e9cf44a66","datavalue":{"value":{"entity-type":"item","numeric-id":1153626,"id":"Q1153626"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$3072887D-FBBD-4253-BB10-3C0A7A94DBD6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a260867b796e55f72d77c90d4e8c2584d13ef27b","datavalue":{"value":{"entity-type":"item","numeric-id":1253504,"id":"Q1253504"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$5638402B-E6E7-4DC4-8087-2E2E38F17D95","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"55213fd85f78cf0e8d2109a31d440c361f3ee2a6","datavalue":{"value":{"entity-type":"item","numeric-id":3996311,"id":"Q3996311"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$616DC316-8326-4EF5-A97B-10EAF89ACA16","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"996a61ae2525fd0e975d62164901f28fa814e3cd","datavalue":{"value":{"entity-type":"item","numeric-id":4890042,"id":"Q4890042"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$29BE057C-1435-4583-B6A3-B584EC8AD4F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"150486d145ea20cd9aa05a3f552b86f6ed369435","datavalue":{"value":{"entity-type":"item","numeric-id":3634328,"id":"Q3634328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$AA84D669-68D4-46FF-8094-97119770C814","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b49cd7e6389df203e14169344013959c13dc62c3","datavalue":{"value":{"entity-type":"item","numeric-id":3962237,"id":"Q3962237"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$8FAA91B8-630A-45EC-85D6-16E603AB3641","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3a4bad3317f4c1497fd0b2b4af21a8a367cc490f","datavalue":{"value":{"entity-type":"item","numeric-id":1896252,"id":"Q1896252"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$26EBB316-6DAD-4304-845C-FC5421D96B2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"06d2ee2b15b61fb4b11ca23c3da62da405d517f4","datavalue":{"value":{"entity-type":"item","numeric-id":1381563,"id":"Q1381563"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$F55A4EFD-98A9-4A08-B973-5BE29BAD6EF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"00f535949966dbbaa3df3f9ac4bd09c064a3650e","datavalue":{"value":{"entity-type":"item","numeric-id":3774629,"id":"Q3774629"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$F4006C34-A910-46B7-A582-140882F33163","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0f7dcdf9f6070be98bb69ca9c118a8e75c096c96","datavalue":{"value":{"entity-type":"item","numeric-id":1578966,"id":"Q1578966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$A0C8635A-4294-4AF0-8969-EC4449AA0E31","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0269ea8677e4b851a2e44b561b55673f41e46536","datavalue":{"value":{"entity-type":"item","numeric-id":1194531,"id":"Q1194531"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$88B1C11D-3927-4B52-8B4D-533CEDBC4B85","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3f8093e2e0aece99a61745d92139e4a92e5000c3","datavalue":{"value":{"entity-type":"item","numeric-id":686763,"id":"Q686763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$DF7FD687-5C2B-4DDF-9A35-71E11634BB9E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ca6f4fb8475a1e2fea30089d47687a08725e3b39","datavalue":{"value":{"entity-type":"item","numeric-id":1906181,"id":"Q1906181"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$C5A520F9-47A2-4230-92F7-3D06089B68B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"160c9586a145ebc6dacf2efe5da5b6d43c85b6f2","datavalue":{"value":{"entity-type":"item","numeric-id":1050031,"id":"Q1050031"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$585A1589-BD89-4679-B4C7-F753491E3EB8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"db21dd89df32c202797346d31dc9dcf679d192d4","datavalue":{"value":{"entity-type":"item","numeric-id":1066564,"id":"Q1066564"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$7B9C8AF5-230A-4F34-85A0-69810D8DFDF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6f02f8702992e5331d2a6825eec47e2c592ff33f","datavalue":{"value":{"entity-type":"item","numeric-id":1355170,"id":"Q1355170"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$770483FF-FD0E-4EBD-955A-5451E66F7033","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b40cb987f5cf8318f6ecb7251765f0347dfaa675","datavalue":{"value":{"entity-type":"item","numeric-id":1281926,"id":"Q1281926"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$4F47297B-08C4-4AF3-B52F-6937AAAAE06A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"068c5d3e026525ab48c6e3aa98eab82c93703c63","datavalue":{"value":{"entity-type":"item","numeric-id":1189362,"id":"Q1189362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$B885ADF5-C414-4B8A-B597-8402B9B4C6EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f999c1a06f4b3908ec599b644c8c2e52b7c96bd2","datavalue":{"value":{"entity-type":"item","numeric-id":1915352,"id":"Q1915352"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$AA0EB053-C3D4-4FD7-AB64-EFF66C37E907","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e69c2d2ff59591fe6fb804ca2fa92496b6b56569","datavalue":{"value":{"entity-type":"item","numeric-id":1203351,"id":"Q1203351"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$B6094932-F3AA-4312-8842-091DC20DF9E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"61815526fca224c3fcace90f723f857c2c2d8374","datavalue":{"value":{"entity-type":"item","numeric-id":4038332,"id":"Q4038332"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$F8FDC5F4-4AD5-4281-B329-530E6BCF4833","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c3fb18414ae3e90927e38400499ca180858b8fa2","datavalue":{"value":{"entity-type":"item","numeric-id":1326339,"id":"Q1326339"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$86950172-C178-4A2E-B028-618828A38901","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b2f0cd993784f1989978cf5240c9428d301c91f","datavalue":{"value":{"entity-type":"item","numeric-id":1376203,"id":"Q1376203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956288$134F6553-EA2B-48E3-A22F-BEEDAC4D1016","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"e06186d73f86e7097fd24ca8f92d2672acdcc45d","datavalue":{"value":"Q127792654","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956288$A00C1ABF-BCF7-4CB7-8ADE-3749CBA83C4A","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cde1887b29f8aca63e9195e4aa78f79fc58dc9a2","datavalue":{"value":{"entity-type":"item","numeric-id":1376203,"id":"Q1376203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"41ef5e60f007b4febcbc93c2cbdd49a05b1a8387","datavalue":{"value":{"amount":"+0.8288517594337463","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956288$8DBB08CD-093F-4719-8F7D-DCD5255108CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"36d94fe8fa39a2bbbd060e202f185462790a6100","datavalue":{"value":{"entity-type":"item","numeric-id":1578966,"id":"Q1578966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"08387b8c1685eba770464e634ac43c693162579e","datavalue":{"value":{"amount":"+0.8001940846443176","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956288$B2FC4390-6670-4D16-9075-5F84C2159FFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c40b780d252be45980b67428bdfebba4f8426c6c","datavalue":{"value":{"entity-type":"item","numeric-id":5436618,"id":"Q5436618"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b0bb13254073ea86b1c9142cf30e9a67baf908a9","datavalue":{"value":{"amount":"+0.7707734107971191","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956288$A56BE9ED-C870-47AC-87E2-C094F31F8794","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"91efaa66a4c622a43449864e748cf5422beff9de","datavalue":{"value":{"entity-type":"item","numeric-id":3996311,"id":"Q3996311"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e057c4c3172312071ef10b75b0ca765fdbb5e15c","datavalue":{"value":{"amount":"+0.7531368136405945","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956288$95F6623A-0269-4ECD-A790-23A0B7258C6D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"36810c8a5d36170dc0d3d15cec3ad51cd9b6d7ea","datavalue":{"value":{"entity-type":"item","numeric-id":1077813,"id":"Q1077813"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"635f91f09e2aee4f61a820fdb29669f6a677909a","datavalue":{"value":{"amount":"+0.7463175058364868","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956288$C87A346F-4BEE-4853-9A35-1A6E78A5D735","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5956288","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5956288"}}}}}