Malliavin calculus for difference approximations of multidimensional diffusions: Truncated local limit theorem (Q3607240)
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scientific article; zbMATH DE number 5521310
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| English | Malliavin calculus for difference approximations of multidimensional diffusions: Truncated local limit theorem |
scientific article; zbMATH DE number 5521310 |
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Malliavin calculus for difference approximations of multidimensional diffusions: Truncated local limit theorem (English)
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28 February 2009
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multidimensional diffusion
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Malliavin calculus
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difference approximation
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local limit theorem
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0.9185997
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0.88811386
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0.8866783
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0.8860409
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0.8769859
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