Work

High order asymptotic expansion for Wiener functionals

Year: 2023

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/j.spa.2023.07.001

Authors: Ciprian A. Tudor, Nakahiro Yoshida

Institutions: Université de Lille, Université Lille 1, Japan Science and Technology Agency, The Institute of Statistical Mathematics, The University of Tokyo

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders: Agence Nationale de la Recherche, Japan Society for the Promotion of Science, Japan Science and Technology Agency, Core Research for Evolutional Science and Technology

Awards: Asymptotic theory and infinite-dimensional stochastic calculus, Centre Européen pour les Mathématiques, la Physique et leurs Interactions, G510661120, Theory of asymptotic analysis in statistics, Stochastic and deterministic analysis for Irregular Models.

OpenAlex ID: W2974872053

FWCI: 0.21

Cites: 74

Cited by: 4

Related to: 10