Malliavin differentiability of solutions of rough differential equations (Q2253151)

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Malliavin differentiability of solutions of rough differential equations
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    Statements

    title
    Malliavin differentiability of solutions of rough differential equations (English)
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    author
    Yuzuru Inahama
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    publication date
    25 July 2014
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    zbMATH Keywords
    rough path theory
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    Malliavin calculus
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    Gaussian process
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    Identifiers

    Mathematics Subject Classification ID
    60H07
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    60H99
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    60G15
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    zbMATH DE Number
    6320730
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