Discretizing Malliavin calculus
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DOI: 10.1016/j.spa.2017.09.014
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Cited by:
- Privault, N. & Yam, S.C.P. & Zhang, Z., 2019. "Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3376-3405.
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Keywords
Malliavin calculus; Strong approximation; Stochastic integrals; S-transform; Chaos decomposition; Invariance principle;All these keywords.
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