Found 10 Documents (Results 1–10)
Product and moment formulas for iterated stochastic integrals (associated with Lévy processes). (English) Zbl 1490.60136
Normal convergence using Malliavin calculus with applications and examples. (English) Zbl 1390.60197
MSC:
60H07
Permutation invariant functionals of Lévy processes. (English) Zbl 1379.60051
Reviewer: Ivan Podvigin (Novosibirsk)
Simulation of BSDEs with jumps by Wiener chaos expansion. (English) Zbl 1336.60138
Stochastic Processes Appl. 126, No. 7, 2123-2162 (2016); erratum ibid. 127, No. 3, 1042-1044 (2017).
Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions. (English) Zbl 1301.60015
Stein’s method and normal approximation of Poisson functionals. (English) Zbl 1195.60037
Reviewer: V. M. Kruglov (Moskva)
Stochastic calculus for convoluted Lévy processes. (English) Zbl 1173.60017
Reviewer: Michael Högele (Berlin)
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