Partial mixing and Edgeworth expansion

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.