摘要

In this paper, we introduce the compositions of smooth Wiener-Poisson functional and Schwartz distribution by using Malliavin calculus jump type. We also prove Watanabe%26apos;s theorem in the jump-diffusion case, that is, the asymptotic expansion formula for the compositions of a smooth Wiener-Poisson functional with Schwartz distributions.

  • 出版日期2012-4