Estimating multidimensional density functions for random variables in Wiener space (Q2476540): Difference between revisions

@@ Property / DOI @@
-.1016/j.crma.2008.01.009
@@ Property / DOI: 10.1016/j.crma.2008.01.009 / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.crma.2008.01.009
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@@ Property / OpenAlex ID @@
+W2056057438
@@ Property / OpenAlex ID: W2056057438 / rank @@
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@@ Property / cites work @@
+Positivity and lower bounds for the density of Wiener functionals
+Normal rank
@@ Property / cites work @@
+Applications of Malliavin calculus to Monte Carlo methods in finance
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@@ Property / cites work @@
+Estimating Multidimensional Density Functions Using the Malliavin–Thalmaier Formula
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@@ Property / cites work @@
+Stochastic calculus of variations in mathematical finance.
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@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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@@ Property / DOI @@
+.1016/J.CRMA.2008.01.009
@@ Property / DOI: 10.1016/J.CRMA.2008.01.009 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2476540