scientific article; zbMATH DE number 5606167

zbMATH Open1180.60047MaRDI QIDQ3397482FDOQ3397482

Authors: Giulia Di Nunno 

Publication date: 22 September 2009

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

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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 (5)

• Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions
• Normal convergence using Malliavin calculus with applications and examples
• On the orthogonal polynomials associated with a Lévy process
• 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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