The Feynman graph representation of convolution semigroups and its applications to Lévy statistics

DOI10.3150/07-BEJ106zbMath1158.60361arXivmath/0601278OpenAlexW3098787257MaRDI QIDQ1002556

Horst Thaler, Boubaker Smii, Hanno Gottschalk

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601278

zbMATH Keywords

Borel summabilitymaximum likelihood principleconvolution semigroupsLévy distributionsFeynman graphs and rules

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random operators and equations (aspects of stochastic analysis) (60H25)

Related Items (7)

A class of Lévy driven SDEs and their explicit invariant measures ⋮ Nonlocal, noncommutative diagrammatics and the linked cluster theorems ⋮ Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise ⋮ Asymptotic expansions for SDE's with small multiplicative noise ⋮ CALIBRATION OF LÉVY PROCESSES USING OPTIMAL CONTROL OF KOLMOGOROV EQUATIONS WITH PERIODIC BOUNDARY CONDITIONS ⋮ Feynman graph representation of the perturbation series for general functional measures ⋮ Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise

Cites Work

• On the validity of the formal Edgeworth expansion
• Improved convergence proof of the delta expansion and order dependent mappings
• Expansion of transition distributions of Lévy processes in small time
• Summability of divergent series
• Semiclassical analysis for diffusions and stochastic processes
• Feynman graph representation of the perturbation series for general functional measures
• An improvement of Watson’s theorem on Borel summability
• Lévy Processes and Stochastic Calculus
• The bootstrap and Edgeworth expansion
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