Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion
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Publication:5388557
DOI10.1017/CBO9781139060110zbMath1264.60037OpenAlexW2062834538MaRDI QIDQ5388557
Publication date: 18 April 2012
Full work available at URL: https://doi.org/10.1017/cbo9781139060110
Lévy processesBrownian motionMalliavin calculusnonstandard analysisinfinite-dimensional analysispolysaturated models
Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Nonstandard models in mathematics (03H05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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