scientific article; zbMATH DE number 1223661

Publication date: 4 July 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Malliavin calculus Skorokhod integral Stratonovich integral skeleton Wiener chaos expansion Ornstein-Uhlenbeck semigroup Malliavin matrix anticipating stochastic differential equations Meyer's inequalities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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