Itô calculus and Malliavin calculus
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Publication:5436620
zbMATH Open1141.58021MaRDI QIDQ5436620FDOQ5436620
Publication date: 17 January 2008
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Cited In (12)
- Geometric aspects of Malliavin's calculus on vector bundles
- MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
- Title not available (Why is that?)
- Itô's stochastic calculus: its surprising power for applications
- Set-Indexed Itô Calculus Along Paths
- Extension of the ito calculus via the malliavin calculus
- Itō atlas, its application to mathematical finance and to exponentiation of infinite dimensional Lie algebras
- Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
- The Malliavin calculus
- Stochastic analysis as infinite-dimensional analysis
- Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
- Itô calculus without probability in idealized financial markets
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