scientific article

zbMath0723.60058MaRDI QIDQ3210642

Francesco Russo, Pierre Vallois

Publication date: 1991

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

zbMATH Keywords

Stratonovich integralMalliavin derivativeanalysis of Wiener functionalsItô forward and backward stochastic integralsnon-causal stochastic calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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