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Embedding and asymptotic expansions for martingales

✍ Scribed by P. A. Mykland

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Malliavin calculus and asymptotic expans

✍ Nakahiro Yoshida 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 526 KB

Asymptotic analysis for stochastic volat

✍ Masaaki Fukasawa 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 624 KB

An Asymptotic Expansion for Probabilitie

✍ I. G. Grama; E. Haeusler 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 350 KB

Malliavin calculus and martingale expans

✍ Nakahiro Yoshida 📂 Article 📅 2001 🏛 Elsevier Science 🌐 French ⚖ 180 KB

Asymptotic expansions for parabolic syst

✍ Zeev Schuss 📂 Article 📅 1973 🏛 Elsevier Science 🌐 English ⚖ 885 KB

Asymptotic expansions for conditional di

✍ R Michel 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 365 KB