The asymptotic expansion of the regular discretization error of It\^o integrals
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🧮 math.PR
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errorexpansionformulaintegralsallowsalternativeanticipatingapproach
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We study a Edgeworth-type refinement of the central limit theorem for the discretizacion error of It\^o integrals. Towards this end, we introduce a new approach, based on the anticipating It\^o formula. This alternative technique allows us to compute explicitly the terms of the corresponding expansion formula.
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