Integration by parts formulas and the Riesz transform

DOI10.1007/978-3-319-27128-6_1zbMATH Open1372.60072OpenAlexW2387199115MaRDI QIDQ2813623FDOQ2813623

Authors: Lucia Caramellino, Vlad Bally 

Publication date: 24 June 2016

Published in: Advanced Courses in Mathematics - CRM Barcelona (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-27128-6_1

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Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05)

Cited In (3)

• Using moment approximations to study the density of jump driven SDEs
• Nested Integrals and Rationalizing Transformations
• Riesz transform and integration by parts formulas for random variables

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