Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
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Publication:1004398
DOI10.1016/j.spa.2008.02.016zbMath1169.60013OpenAlexW2082710656MaRDI QIDQ1004398
Bruno Saussereau, David Nualart
Publication date: 10 March 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2008.02.016
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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