scientific article; zbMATH DE number 5606167

zbMATH Open1180.60047MaRDI QIDQ3397482FDOQ3397482

Giulia Di Nunno

Publication date: 22 September 2009

Title of this publication is not available (Why is that?)

zbMATH Keywords

Malliavin derivativeHermite polynomialLévy stochastic measureorthogonal multilinear formstochastic polynomial derivative

Mathematics Subject Classification ID

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

Cited In (4)

• Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions
• Normal convergence using Malliavin calculus with applications and examples
• ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES
• BSDEs driven by time-changed Lévy noises and optimal control

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