SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Malliavin calculus and martingale expansion · Study

ArticleShelves

ArticleMalliavin calculus and martingale expansion

Nakahiro Yoshida2001

OA

Articlebronze2001

Malliavin calculus and martingale expansion

Nakahiro Yoshida

31 citations·0/0 files stored·Bulletin des Sciences Mathématiques

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 31 citations exist upstream.

References

1991Malliavin calculus for processes with jumps 1992Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe 1997Malliavin calculus and asymptotic expansion for martingales 2000Malliavin calculus, geometric mixing, and expansion of diffusion functionals 1993Asymptotic expansion of Bayes estimators for small diffusions

Cited by

2012Martingale expansion in mixed normal limit

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004Asymptotic expansion formulas for functionals of ε-Markov processes with a mixing propertyarticle · 5 shared references 2004Partial mixing and Edgeworth expansionarticle · 4 shared references 2000Malliavin calculus, geometric mixing, and expansion of diffusion functionalsarticle · 2 shared references 2004Asymptotic Expansion for Small Diffusions Applied to Option Pricingarticle · 2 shared references 2004Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabearticle · 2 shared references 2005Monte Carlo Simulation with Asymptotic Methodarticle · 2 shared references

Details

Year2001

Typearticle

Published2001-08-01

VenueBulletin des Sciences Mathématiques

ISSN-L0007-4497

Languagefr

Citations31

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/s0007-4497(01)01095-8

openalex_workW1996235306

Links

Imported from OpenAlex (CC0) — nothing here is generated.