Marginal Density Expansions for Diffusions and Stochastic Volatility I: Theoretical Foundations (Q5746482): Difference between revisions
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Revision as of 21:16, 19 March 2024
scientific article; zbMATH DE number 6259419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Marginal Density Expansions for Diffusions and Stochastic Volatility I: Theoretical Foundations |
scientific article; zbMATH DE number 6259419 |
Statements
Marginal Density Expansions for Diffusions and Stochastic Volatility I: Theoretical Foundations (English)
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18 February 2014
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hypoelliptic diffusion
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density expansion
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small-noise
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short-time
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Hörmander condition
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not-in-cut-locus condition
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Hamiltonian ODE
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control problem
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