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Partial mixing and Edgeworth expansion
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  • Published: 25 May 2004

Partial mixing and Edgeworth expansion

  • Nakahiro Yoshida1 

Probability Theory and Related Fields volume 129, pages 559–624 (2004)Cite this article

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Abstract.

Introducing a conditional mixing property, Götze and Hipp’s theory is generalized to a continuous-time conditional ∈-Markov process satisfying this property. The Malliavin calculus for jump processes applies to random-coefficient stochastic differential equations with jumps with the aid of the support theorem to verify the non-degeneracy condition, i.e., a conditional type Cramér condition.

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Authors and Affiliations

  1. Graduate School of Mathematical Sciences, University of Tokyo, 3-8-1 Komaba, Meguro-ku, Tokyo, 153, Japan

    Nakahiro Yoshida

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  1. Nakahiro Yoshida
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Correspondence to Nakahiro Yoshida.

Additional information

This work was in part supported by the Research Fund for Scientists of the Ministry of Science, Education and Culture, and by Cooperative Research Program of the Institute of Statistical Mathematics.

Mathematics Subject Classification (2000): 60H07, 60F05, 60J25, 60J75, 62E20

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Yoshida, N. Partial mixing and Edgeworth expansion. Probab. Theory Relat. Fields 129, 559–624 (2004). https://doi.org/10.1007/s00440-003-0325-8

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  • Received: 24 April 2001

  • Revised: 06 November 2003

  • Published: 25 May 2004

  • Issue Date: August 2004

  • DOI: https://doi.org/10.1007/s00440-003-0325-8

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  • Key words or phrases: Asymptotic expansion
  • Malliavin calculus
  • Partial mixing
  • Stochastic differential equation
  • Support theorem
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