Malliavin calculus and asymptotic expansion for martingales

DOI10.1007/S004400050134zbMath0888.60020OpenAlexW2026417132MaRDI QIDQ1376203

Nakahiro Yoshida

Publication date: 11 December 1997

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050134

zbMATH Keywords

Malliavin calculusstochastic expansionCramér conditionMalliavin covariance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44)

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