Malliavin calculus and asymptotic expansion for martingales (Q1376203)
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scientific article; zbMATH DE number 1096335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin calculus and asymptotic expansion for martingales |
scientific article; zbMATH DE number 1096335 |
Statements
Malliavin calculus and asymptotic expansion for martingales (English)
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11 December 1997
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stochastic expansion
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Malliavin calculus
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Malliavin covariance
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Cramér condition
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