Malliavin's calculus and stochastis integral representations of functionals of diffusion processes

Malliavin's calculus and stochastis integral representations of functionals of diffusion processes

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Veröffentlicht in:Stochastics 1984, Vol.12 (3-4), p.161-185
1. Verfasser: OCONE, D
Format: Artikel
Sprache:eng
Schlagworte:
Exact sciences and technology
Markov processes
Mathematics
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
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container_title Stochastics
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creator OCONE, D
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2472-7067
language eng
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source Taylor & Francis Journals Complete
subjects Exact sciences and technology
Markov processes
Mathematics
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
title Malliavin's calculus and stochastis integral representations of functionals of diffusion processes
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