scientific article; zbMATH DE number 897988

MaRDI QIDQ4884948zbMATHFDO

Authors Víctor Pérez-Abreu

Publication date 21 August 1996

zbMATH Keywords

surveylarge deviationchaos expansionself-intersection local timemultiple Wiener integralanticipative stochastic differential equationslevel-crossing counts

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05)

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