Malliavin calculus, geometric mixing, and expansion of diffusion functionals

DOI10.1007/s004400070001zbMath0970.60061OpenAlexW2012124315MaRDI QIDQ1578966

Shigeo Kusuoka, Nakahiro Yoshida

Publication date: 6 October 2001

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400070001

zbMATH Keywords

diffusionasymptotic expansionMalliavin calculusmixing\(\varepsilon\)-Markov process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Stochastic calculus of variations and the Malliavin calculus (60H07)

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