scientific article; zbMATH DE number 4011579

MaRDI QIDQ3761407zbMATH OpenFDO

Authors A. S. Üstünel

Publication date 1987

zbMATH Keywords

applications of the Malliavin calculusClark's formulageneralized Wiener functionalsoccupation densitySobolev normstime reversal

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Brownian motion (60J65)

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