The Malliavin calculus and hypoelliptic differential operators
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Publication:5247183
DOI10.1142/S0219025715500010zbMath1310.60069OpenAlexW2048077026MaRDI QIDQ5247183
Publication date: 23 April 2015
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219025715500010
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) Hypoelliptic equations (35H10)
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- Stochastic calculus with anticipating integrands
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- Stochastic calculus of variations in mathematical finance.
- Hypoelliptic second order differential equations
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- Malliavin's calculus and stochastic integral representations of functional of diffusion processes†
- [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
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