Malliavin calculus and asymptotic expansion for martingales (Q1376203)

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Malliavin calculus and asymptotic expansion for martingales
scientific article

    Statements

    title
    Malliavin calculus and asymptotic expansion for martingales (English)
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    author
    Nakahiro Yoshida
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    publication date
    11 December 1997
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    zbMATH Keywords
    stochastic expansion
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    Malliavin calculus
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    Malliavin covariance
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    Cramér condition
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    Identifiers

    Mathematics Subject Classification ID
    60F05
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    60G44
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    62E20
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    zbMATH DE Number
    1096335
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    OpenAlex ID
    W2026417132
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    DOI
    10.1007/S004400050134
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