Conditional expansions and their applications.
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Publication:2574589
DOI10.1016/S0304-4149(03)00046-2zbMath1075.60515MaRDI QIDQ2574589
Publication date: 29 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
perturbation; asymptotic expansion; Malliavin calculus; conditional distribution; double Edgeworth expansion
60J60: Diffusion processes
60H07: Stochastic calculus of variations and the Malliavin calculus
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
60F99: Limit theorems in probability theory
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