Asymptotic expansions and distribution properties for diffusion processes
For this thesis, we derive new applications and theoretical results for some multidimensional mean-reverting stochastic processes via series expansion. We use Malliavin calculus and moment cumulant formula to specify the conditions on the stochastic process, under which, we are able to obtain som...
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| Format: | Thesis |
| Language: | English |
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2017
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| Online Access: | http://hdl.handle.net/10356/69543 |