Publication:3627304
From MaRDI portal
zbMath1167.60012MaRDI QIDQ3627304
Publication date: 18 May 2009
60G15: Gaussian processes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
60J35: Transition functions, generators and resolvents