Martingale expansion in mixed normal limit (Q1940237)
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scientific article; zbMATH DE number 6142013
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Martingale expansion in mixed normal limit |
scientific article; zbMATH DE number 6142013 |
Statements
Martingale expansion in mixed normal limit (English)
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6 March 2013
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asymptotic expansion
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martingale
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mixed normal distribution
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Malliavin calculus
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random symbol
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double Itô integral
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quadratic form
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0.7704605460166931
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0.7591542601585388
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0.7530692219734192
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0.7479355335235596
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0.7460058331489563
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