Forests, cumulants, martingales (Q2139104)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Forests, cumulants, martingales
scientific article

    Statements

    Forests, cumulants, martingales (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    17 May 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    continuous martingales
    0 references
    cumulants
    0 references
    diamond product
    0 references
    forests
    0 references
    Hermite polynomials
    0 references
    Heston and forward variance models
    0 references
    KPZ type (Wild) expansion
    0 references
    Lévy area
    0 references
    moments
    0 references
    regular perturbation
    0 references
    Wiener chaos
    0 references