Nonhomogeneous First-order Linear Malliavin Type Differential Equation (Q4914484): Difference between revisions

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Latest revision as of 09:20, 6 July 2024

scientific article; zbMATH DE number 6153671
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Nonhomogeneous First-order Linear Malliavin Type Differential Equation
scientific article; zbMATH DE number 6153671

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    Nonhomogeneous First-order Linear Malliavin Type Differential Equation (English)
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    12 April 2013
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    generalized stochastic process
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    chaos expansion
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    Malliavin derivative
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    differential equation
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    propagator method
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    nonhomogeneous linear equation
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