Composition with distributions of Wiener-Poisson variables and its asymptotic expansion

DOI10.1002/mana.200910194zbMath1252.60051OpenAlexW2136191484MaRDI QIDQ2883883

Masafumi Hayashi, Yasushi Ishikawa

Publication date: 14 May 2012

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.200910194

zbMATH Keywords

asymptotic expansionMalliavin calculusWiener-Poisson space

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07)

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