An introduction to the Malliavin calculus and its applications (Q2949893)
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scientific article; zbMATH DE number 6489524
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| default for all languages | No label defined |
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| English | An introduction to the Malliavin calculus and its applications |
scientific article; zbMATH DE number 6489524 |
Statements
An Introduction to the Malliavin Calculus and Its Applications (English)
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5 October 2015
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Malliavin calculus
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normal approximations
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Stein's method
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stochastic integrals
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Wiener chaos expansion
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Ornstein-Uhlenbeck semigroup
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0.9418759942054749
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0.9388890862464904
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