RANDOM HERMITE POLYNOMIALS AND GIRSANOV IDENTITIES ON THE WIENER SPACE (Q3070066)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RANDOM HERMITE POLYNOMIALS AND GIRSANOV IDENTITIES ON THE WIENER SPACE |
scientific article |
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RANDOM HERMITE POLYNOMIALS AND GIRSANOV IDENTITIES ON THE WIENER SPACE (English)
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2 February 2011
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Malliavin calculus
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Skorohod integral
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Wiener measure
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quasi-invariance
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Girsanov identity
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Euclidean motions
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