Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions

IF 1.5 2区数学 Q2 STATISTICS & PROBABILITY

Bernoulli Pub Date : 2024-05-01 DOI:10.3150/23-bej1621

Masaaki Fukasawa, Teppei Ogihara

引用次数: 0

查看原文本刊更多论文

局部渐近混合正态性的马利亚文微积分技术及其在次椭圆扩散中的应用

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Bernoulli 数学-统计学与概率论

CiteScore

3.40

自引率

0.00%

发文量

116

审稿时长

6-12 weeks

期刊介绍： BERNOULLI is the journal of the Bernoulli Society for Mathematical Statistics and Probability, issued four times per year. The journal provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work. BERNOULLI will publish: Papers containing original and significant research contributions: with background, mathematical derivation and discussion of the results in suitable detail and, where appropriate, with discussion of interesting applications in relation to the methodology proposed. Papers of the following two types will also be considered for publication, provided they are judged to enhance the dissemination of research: Review papers which provide an integrated critical survey of some area of probability and statistics and discuss important recent developments. Scholarly written papers on some historical significant aspect of statistics and probability.