Stochastic Taylor expansions and heat kernel asymptotics
ESAIM: PS, 16 (2012) 453-478
Published online: 2012-10-31
Articles citing this article
The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
This article has been cited by the following article(s):
On Approximation of the Solutions to Partial Differential Equations in Finance
Akihiko Takahashi and Toshihiro YamadaSSRN Electronic Journal (2011)
DOI: 10.2139/ssrn.1915024
See this article
On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver
Akihiko Takahashi and Toshihiro YamadaSSRN Electronic Journal (2013)
DOI: 10.2139/ssrn.2319358
See this article
A Remark on Approximation of the Solutions to Partial Differential Equations in Finance
Akihiko Takahashi and Toshihiro YamadaSSRN Electronic Journal (2012)
DOI: 10.2139/ssrn.2007584
See this article
Control and Optimization with PDE Constraints
Gabriel TuriniciInternational Series of Numerical Mathematics, Control and Optimization with PDE Constraints 164 159 (2013)
DOI: 10.1007/978-3-0348-0631-2_9
See this article
An asymptotic expansion of forward-backward SDEs with a perturbed driver
Akihiko Takahashi and Toshihiro YamadaInternational Journal of Financial Engineering 02 (02) 1550020 (2015)
DOI: 10.1142/S2424786315500206
See this article
Stochastic areas, winding numbers and Hopf fibrations
Fabrice Baudoin and Jing WangProbability Theory and Related Fields 169 (3-4) 977 (2017)
DOI: 10.1007/s00440-016-0745-x
See this article
A horizontal Chern–Gauss–Bonnet formula on totally geodesic foliations
Fabrice Baudoin, Erlend Grong and Gianmarco Vega-MolinoAnnals of Global Analysis and Geometry 61 (4) 759 (2022)
DOI: 10.1007/s10455-022-09827-3
See this article