Malliavin calculus and its applications (Q3626836)
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scientific article; zbMATH DE number 5553770
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Malliavin calculus and its applications |
scientific article; zbMATH DE number 5553770 |
Statements
14 May 2009
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Malliavin derivative
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divergence operator
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Hörmander's hypoellipticity theorem
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anticipating stochastic integral
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mathematical finance
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0.9196445941925048
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0.8905090093612671
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0.8870263695716858
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