Orateur
Masaaki Fukasawa
(Osaka University)
Description
We study a Edgeworth-type refinement of the central limit theorem for the discretizacion error of Itô integrals. Towards this end, we introduce a new approach, based on the anticipating I Itô formula. This alternative technique allows us to compute explicitly the terms of the corresponding expansion formula. A joint work with E. Alos.
