28-31 août 2018
Angers - France
Fuseau horaire Europe/Paris

The asymptotic expansion of the regular discretization error of Itô integrals

28 août 2018 à 10:50
Angers - France

Angers - France


Masaaki Fukasawa (Osaka University)


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.

Documents de présentation

Aucun document.
Your browser is out of date!

Update your browser to view this website correctly. Update my browser now