scientific article

zbMath0692.60043MaRDI QIDQ3034617

Michael Kohlmann, Robert J. Elliott

Publication date: 1989

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Malliavin calculusintegral representation of a martingaleexistence of a density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07)

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