Malliavin differentiability of solutions of rough differential equations
From MaRDI portal
Publication:2253151
DOI10.1016/j.jfa.2014.06.011zbMath1296.60142arXiv1312.7621OpenAlexW2962865644MaRDI QIDQ2253151
Publication date: 25 July 2014
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.7621
Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic analysis (60H99)
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