Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions

DOI10.3150/23-bej1621arXiv2005.14599OpenAlexW4391458270WikidataQ128905601 ScholiaQ128905601MaRDI QIDQ6120824

Masaaki Fukasawa, Teppei Ogihara

Publication date: 26 March 2024

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.14599

zbMATH Keywords

Malliavin calculuslocal asymptotic mixed normalityhypoelliptic diffusion processespartial observationsintegrated diffusion processes\(L^2\) regularity condition

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Cites Work

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