Malliavin calculus for marked binomial processes and applications
DOI10.1214/22-EJP892OpenAlexW4313482989MaRDI QIDQ2679546FDOQ2679546
Authors: Hélène Halconruy 
Publication date: 23 January 2023
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/22-ejp892
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Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07) Central limit and other weak theorems (60F05) Portfolio theory (91G10)
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Cited In (4)
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