scientific article; zbMATH DE number 1107585

MaRDI QIDQ4373517zbMATH OpenFDO

Authors Shinzo Watanabe

Publication date 12 November 1998

zbMATH Keywords

Brownian motiongenerating function methodsLaplace transformstochastic analysisWiener functionals

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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