Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

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

1 references·11 citing·38 second hop

FromToDepth

this work references cited by second hop

References

1966Some Asymptotic Formulas for Wiener Integrals197 cited

Cited by

2003Small-diffusion asymptotics for discretely sampled stochastic differential equations74 cited
2015Flows driven by rough paths57 cited
2007Euler estimates for rough differential equations51 cited
1991Stratonovich and Ito Stochastic Taylor Expansions47 cited
2004Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions45 cited
2021Precise asymptotics: Robust stochastic volatility models31 cited
2014Flows Driven by Banach Space-Valued Rough Paths28 cited
2006Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths28 cited
2007Approximate martingale estimating functions for stochastic differential equations with small noises24 cited
1988Applications quantitatives et geometriques du calcul de malliavin23 cited
2013Laplace approximation for rough differential equation driven by fractional Brownian motion22 cited

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