Malliavin calculus for subordinated Lévy process
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Publication:2201376
DOI10.1016/j.chaos.2018.09.027zbMath1442.60061OpenAlexW2894943107MaRDI QIDQ2201376
Ji Min Lee, Jung-Kyung Lee, Hi Jun Choe
Publication date: 29 September 2020
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2018.09.027
Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07) Portfolio theory (91G10)
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