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    Statements

    author
    Annie Millet
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    David Nualart
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    Marta Sanz-Solé
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    publication date
    26 June 1992
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    zbMATH Keywords
    Skorokhod integral
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    Malliavin derivative
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    large deviation principle
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    anticipating stochastic differential equation
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    Girsanov-type transformation
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60F10
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    60H07
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    zbMATH DE Number
    19391
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