Chaos expansion methods for stochastic differential equations involving the Malliavin derivative, Part I
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Publication:4899858
DOI10.2298/PIM1104065LzbMath1265.60128OpenAlexW2059053283MaRDI QIDQ4899858
Dora Seleši, Tijana Levajković
Publication date: 10 January 2013
Published in: Publications de l'Institut Math?matique (Belgrade) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2298/pim1104065l
Ornstein-Uhlenbeck operatorSkorokhod integralfractional Gaussian white noise spacefractional Poissonian white noise space
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40)
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