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Malliavin calculus and martingale expansion

5 references·1 citing·22 second hop

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References

1991Malliavin calculus for processes with jumps263 cited
1992Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe123 cited
1997Malliavin calculus and asymptotic expansion for martingales64 cited
2000Malliavin calculus, geometric mixing, and expansion of diffusion functionals54 cited
1993Asymptotic expansion of Bayes estimators for small diffusions32 cited

Cited by

2012Martingale expansion in mixed normal limit22 cited

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