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Formule de Taylor stochastique et developpement asymptotique d’integrales de Feynmann · Study

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ChapterFormule de Taylor stochastique et developpement asymptotique d’integrales de Feynmann

Robert Azencott1982

Chapter1982

Formule de Taylor stochastique et developpement asymptotique d’integrales de Feynmann

Robert Azencott

75 citations·0/0 files stored·Lecture notes in mathematics

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

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References

1966Some Asymptotic Formulas for Wiener Integrals

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2003Small-diffusion asymptotics for discretely sampled stochastic differential equations 2015Flows driven by rough paths 2007Euler estimates for rough differential equations 1991Stratonovich and Ito Stochastic Taylor Expansions 2004Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions 2021Precise asymptotics: Robust stochastic volatility models 2014Flows Driven by Banach Space-Valued Rough Paths 2006Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths

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Year1982

Typechapter

Published1982-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languagefr

Citations75

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0092653

openalex_workW2204514798

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