Local Malliavin calculus for Lévy processes and applications (Q2812011)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Malliavin calculus for Lévy processes and applications |
scientific article |
Statements
Local Malliavin calculus for Lévy processes and applications (English)
0 references
10 June 2016
0 references
Lévy process
0 references
Malliavin derivative
0 references
stochastic differential equations
0 references
