scientific article; zbMATH DE number 4042975

MaRDI QIDQ3780205zbMATH OpenFDO

Authors Daniel L. Ocone

Publication date 1988

zbMATH Keywords

Malliavin calculusMalliavin covariance matrixstochastic calculus of variationHörmander's hypoellipticity theoremrepresentations of Wiener functionalsSkorokhod's integralsmoothness of densities of Wiener functionals

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical computation of solutions to systems of equations (65H10)

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