Malliavin differentiability of solutions of rough differential equations (Q2253151)
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scientific article
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| English | Malliavin differentiability of solutions of rough differential equations |
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Malliavin differentiability of solutions of rough differential equations (English)
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25 July 2014
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rough path theory
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Malliavin calculus
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Gaussian process
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0.8448796272277832
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0.8293726444244385
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0.8275689482688904
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0.8206383585929871
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0.8172811269760132
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