A smooth approach to Malliavin calculus for Lévy processes (Q1028615)

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A smooth approach to Malliavin calculus for Lévy processes
scientific article

    Statements

    title
    A smooth approach to Malliavin calculus for Lévy processes (English)
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    author
    Horst Osswald
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    publication date
    6 July 2009
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    zbMATH Keywords
    Malliavin calculus
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    Lévy processes
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    chaos expansions
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    kernels of the chaos decomposition
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    cites work
    Q3742397
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    Q4888858
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    Q5560061
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    Q4839666
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    Q4842684
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    Q4937701
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    The Homogeneous Chaos
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    Identifiers

    Mathematics Subject Classification ID
    60H07
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    60G51
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    60H40
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    26E35
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    zbMATH DE Number
    5576000
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    OpenAlex ID
    W2034244378
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