Fundamental equations with higher order Malliavin operators
From MaRDI portal
Publication:2803414
DOI10.1080/17442508.2015.1036434zbMath1337.60113MaRDI QIDQ2803414
Stevan Pilipović, Dora Seleši, Tijana Levajković
Publication date: 4 May 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2015.1036434
white noise; Ornstein-Uhlenbeck operator; chaos expansion; Skorokhod integral; Malliavin derivative; generalized stochastic processes; Malliavin operators
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G20: Generalized stochastic processes
60H40: White noise theory
60H07: Stochastic calculus of variations and the Malliavin calculus
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