Malliavin calculus, geometric mixing, and expansion of diffusion functionals

Probability Theory and Related Fields

Volumn 116, Issue 4, 2000, Pages 457-484

  Kusuoka, Shigeo ^a   Yoshida, Nakahiro ^a  

^a UNIVERSITY OF TOKYO   (Japan)

Author keywords

Asymptotic expansion; Diffusion; Malliavin calculus; Mixing; Semimartingale; Markov process

Indexed keywords

EID: 0034419862     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400070001     Document Type: Article

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