Perturbation analysis and Malliavin calculus
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Publication:1296743
DOI10.1214/aoap/1028903536zbMath0952.60050OpenAlexW1965672316MaRDI QIDQ1296743
Publication date: 1 March 2000
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1028903536
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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