On Stratonovich and Skorohod stochastic calculus for Gaussian processes (Q373592): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Stratonovich and Skorohod stochastic calculus for Gaussian processes |
scientific article |
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On Stratonovich and Skorohod stochastic calculus for Gaussian processes (English)
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17 October 2013
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Gaussian processes
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rough paths
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Malliavin calculus
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Itô's formula
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