Systematic cumulant reorganization of the finite polynomial correction
Develop a systematic reorganization of the finite polynomial correction to the conditional characteristic-function expansion in terms of conditional cumulants, including the necessary control of cumulant orders and the resulting exponential remainder.
References
The finite polynomial correction can equivalently be reorganized in terms of conditional cumulants. Since such a reorganization requires additional control of cumulant orders and of the resulting exponential remainder, we leave its systematic treatment to subsequent work.
— Finite-Dimensional Recursions for Small-Noise Expansions in Nonlinear Filtering
(2609.18229 - Kurisaki, 16 Sep 2026) in Remark following Proposition 5.1, Section 5, “Expansion of the conditional distribution”