An alternative approach to Privault's discrete-time chaotic calculus (Q711037)
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English | An alternative approach to Privault's discrete-time chaotic calculus |
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An alternative approach to Privault's discrete-time chaotic calculus (English)
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25 October 2010
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This paper studies a Malliavin-type theory of stochastic calculus for discrete-time processes, hence it can be viewed as an infinite dimensional analog of classical discrete-time stochastic analysis. The authors present another approach of this calculus and find that many operations can be expressed in simple form and are easy to work with.
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Malliavin calculus
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stochastic calculus for discrete-time proceses
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