Composition with distributions of Wiener-Poisson variables and its asymptotic expansion (Q2883883): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1002/mana.200910194 / rank
Normal rank
 
Property / cites work
 
Property / cites work: White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996311 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions for functionals of a Poisson random measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coefficients of asymptotic expansions of SDE with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing options under stochastic interest rates: a new approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex concentration inequalities and forward-backward stochastic calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic flows acting on Schwartz distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: On validity of the asymptotic expansion approach in contingent claim analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale Representation of Functionals of Lévy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus of variations in mathematical finance. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4842684 / rank
 
Normal rank
Property / cites work
 
Property / cites work: White noise of Poisson random measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the existence of smooth densities for jump processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4821976 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4038332 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional expansions and their applications. / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1002/MANA.200910194 / rank
 
Normal rank

Latest revision as of 02:52, 20 December 2024

scientific article
Language Label Description Also known as
English
Composition with distributions of Wiener-Poisson variables and its asymptotic expansion
scientific article

    Statements

    Composition with distributions of Wiener-Poisson variables and its asymptotic expansion (English)
    0 references
    0 references
    0 references
    14 May 2012
    0 references
    asymptotic expansion
    0 references
    Wiener-Poisson space
    0 references
    Malliavin calculus
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references