An alternative approach to Privault's discrete-time chaotic calculus (Q711037)

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scientific article; zbMATH DE number 5804536
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    An alternative approach to Privault's discrete-time chaotic calculus
    scientific article; zbMATH DE number 5804536

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      An alternative approach to Privault's discrete-time chaotic calculus (English)
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      25 October 2010
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      This paper studies a Malliavin-type theory of stochastic calculus for discrete-time processes, hence it can be viewed as an infinite dimensional analog of classical discrete-time stochastic analysis. The authors present another approach of this calculus and find that many operations can be expressed in simple form and are easy to work with.
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      Malliavin calculus
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      stochastic calculus for discrete-time proceses
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