Gobet, Emmanuel; Miri, Mohammed - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 475-504
We derive expansion results in order to approximate the law of the average of the marginal of diffusion processes. The average is computed w.r.t. a general parameter that is involved in the diffusion dynamics. Our approximation is based on the use of proxys with normal distribution or log-normal...
