Asymptotic expansion and estimates of Wiener functionals

DOI10.1016/j.spa.2022.10.003OpenAlexW4308901549MaRDI QIDQ2685905

Nakahiro Yoshida

Publication date: 23 February 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.00089

zbMATH Keywords

asymptotic expansionMalliavin calculusexponentcompact groupvariationmixed normal distributionrandom symbolWatanabe's delta functional

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX)

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