Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions (Q6120824)

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scientific article; zbMATH DE number 7824092
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Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions
scientific article; zbMATH DE number 7824092

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    Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions (English)
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    26 March 2024
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    hypoelliptic diffusion processes
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    integrated diffusion processes
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    \(L^2\) regularity condition
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    local asymptotic mixed normality
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    Malliavin calculus
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    partial observations
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