Partial mixing and Edgeworth expansion

Introducing a conditional mixing property, Götze and Hipps 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.This work was in part supported by the Research Fund for Scientists of the Ministry of Science, Education and Culture, and by Cooperative Research Program of the Institute of Statistical Mathematics.Mathematics Subject Classification (2000): 60H07, 60F05, 60J25, 60J75, 62E20