On Stratonovich and Skorohod stochastic calculus for Gaussian processes (Q373592)
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scientific article; zbMATH DE number 6216119
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| English | On Stratonovich and Skorohod stochastic calculus for Gaussian processes |
scientific article; zbMATH DE number 6216119 |
Statements
On Stratonovich and Skorohod stochastic calculus for Gaussian processes (English)
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17 October 2013
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Gaussian processes
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rough paths
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Malliavin calculus
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Itô's formula
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0.8482707738876343
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0.836098313331604
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0.824658989906311
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0.8080783486366272
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0.8045436143875122
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