Composition with distributions of Wiener-Poisson variables and its asymptotic expansion
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Publication:2883883
DOI10.1002/mana.200910194zbMath1252.60051OpenAlexW2136191484MaRDI QIDQ2883883
Masafumi Hayashi, Yasushi Ishikawa
Publication date: 14 May 2012
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.200910194
Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07)
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