scientific article; zbMATH DE number 1561015

MaRDI QIDQ4527675zbMATH OpenFDO

Authors Zhengmin Ren

Publication date 6 February 2001

zbMATH Keywords

diffusion processintegration by partsstochastic calculus of variations

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60)

Recommendations

• Publication:3486594
• scientific article; zbMATH DE number 847813
• Stochastic calculus with respect to continuous finite quadratic variation processes
• INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS
• scientific article; zbMATH DE number 4015841

Cited in

(15)

• Stochastic dynamics: A review of stochastic calculus of variations
• Stochastic variational calculus for the uniform density measure
• scientific article; zbMATH DE number 4215087 (Why is no real title available?)
• scientific article; zbMATH DE number 4151543 (Why is no real title available?)
• scientific article; zbMATH DE number 4159788 (Why is no real title available?)
• scientific article; zbMATH DE number 1191012 (Why is no real title available?)
• scientific article; zbMATH DE number 736279 (Why is no real title available?)
• Stochastic calculus with respect to continuous finite quadratic variation processes
• scientific article; zbMATH DE number 760262 (Why is no real title available?)
• scientific article; zbMATH DE number 847813 (Why is no real title available?)
• scientific article; zbMATH DE number 918325 (Why is no real title available?)
• Elements of Stochastic Calculus via Regularization
• Stochastic integrals and adjoint derivatives
• Stochastic calculus of variations for jump processes
• Stochastic calculus of variations for the diffeomorphisms group

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4527675)