Extension of the ito calculus via the malliavin calculus (Q3782541)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extension of the ito calculus via the malliavin calculus |
scientific article |
Statements
Extension of the ito calculus via the malliavin calculus (English)
0 references
1988
0 references
distributions on Wiener space
0 references
generalized stochastic processes
0 references
Itô formula
0 references
Itô stochastic differential equation
0 references
tempered distribution
0 references
Skorokhod integral
0 references
0 references
0 references
0 references
