Forests, cumulants, martingales (Q2139104)

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scientific article; zbMATH DE number 7527829
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    Forests, cumulants, martingales
    scientific article; zbMATH DE number 7527829

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      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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