Chaos expansion methods for stochastic differential equations involving the Malliavin derivative, Part I (Q4899858): Difference between revisions
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Latest revision as of 09:17, 30 July 2024
scientific article; zbMATH DE number 6123995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chaos expansion methods for stochastic differential equations involving the Malliavin derivative, Part I |
scientific article; zbMATH DE number 6123995 |
Statements
Chaos expansion methods for stochastic differential equations involving the Malliavin derivative, Part I (English)
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10 January 2013
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fractional Gaussian white noise space
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fractional Poissonian white noise space
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Skorokhod integral
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Ornstein-Uhlenbeck operator
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