Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process (Q743070)
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scientific article; zbMATH DE number 6346943
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6346943 |
Statements
Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process (English)
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22 September 2014
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Lévy driven Ornstein-Uhlenbeck process
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Edgeworth expansion
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mixing property
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Malliavin calculus
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Wiener-Poisson space
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0.9073974
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0.89561915
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0.8923777
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0.89073527
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0.8842547
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0.88231945
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0.88192034
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0.88152945
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