Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Malliavin calculus, geometric mixing, and expansion of diffusion functionals

3 references·9 citing·32 second hop

FromToDepth

this work references cited by second hop

References

1985Applications of the Malliavin calculus. II365 cited
1991Malliavin calculus for processes with jumps263 cited
1997Malliavin calculus and asymptotic expansion for martingales64 cited

Cited by

2012Estimating functions for diffusion-type processes50 cited
2004Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe43 cited
2007An Exponential Continuous-Time GARCH Process33 cited
2004Asymptotic expansion formulas for functionals of ε-Markov processes with a mixing property31 cited
2001Malliavin calculus and martingale expansion31 cited
2004Partial mixing and Edgeworth expansion30 cited
2010Estimation for misspecified ergodic diffusion processes from discrete observations27 cited
2012Martingale expansion in mixed normal limit22 cited
2012Estimating functions for diffusion-type processes20 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work