Malliavin's calculus and stochastic integral representations of functional of diffusion processes†
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Publication:3330239
DOI10.1080/17442508408833299zbMath0542.60055OpenAlexW2012557778MaRDI QIDQ3330239
Publication date: 1984
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508408833299
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)
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- The Malliavin calculus, a functional analytic approach
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- The Malliavin calculus and its application to second order parabolic differential equations: Part I
- Functionals of Itô Processes as Stochastic Integrals
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