Forests, cumulants, martingales (Q2139104): Difference between revisions
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Revision as of 00:26, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forests, cumulants, martingales |
scientific article |
Statements
Forests, cumulants, martingales (English)
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17 May 2022
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continuous martingales
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cumulants
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diamond product
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forests
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Hermite polynomials
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Heston and forward variance models
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KPZ type (Wild) expansion
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Lévy area
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moments
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regular perturbation
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Wiener chaos
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