Asymptotic expansions for functionals of a Poisson random measure
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Publication:952178
DOI10.1215/kjm/1250280977zbMath1281.60051OpenAlexW1587567810MaRDI QIDQ952178
Publication date: 10 November 2008
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.kjm/1250280977
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57)
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