scientific article; zbMATH DE number 3784037

MaRDI QIDQ3962268zbMATH OpenFDO

Authors Marc Yor

Publication date 1982

Full work available at URL http://www.numdam.org/item?id=SB_1981-1982__24__275_0, https://eudml.org/doc/109992

zbMATH Keywords

Malliavin calculuslocal timeGirsanov theoremstochastic calculusIto's rule

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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