Forests, cumulants, martingales (Q2139104)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forests, cumulants, martingales |
scientific article; zbMATH DE number 7527829
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forests, cumulants, martingales |
scientific article; zbMATH DE number 7527829 |
Statements
Forests, cumulants, martingales (English)
0 references
17 May 2022
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
0 references
0 references
0.7120339
0 references
0.69958633
0 references
0 references
0 references
0.6838741
0 references
0.6792334
0 references