On generalized Malliavin calculus
DOI10.1016/J.SPA.2011.11.003zbMATH Open1262.60049OpenAlexW2151059046MaRDI QIDQ765878FDOQ765878
Authors: Dora Seleši, S. V. Lototsky, B. Rozovskii 
Publication date: 22 March 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2011.11.003
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Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random operators and equations (aspects of stochastic analysis) (60H25)
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Cited In (21)
- Fundamental equations with higher order Malliavin operators
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- An approach to the stochastic calculus in the non-Gaussian case
- On the Malliavin calculus for SDE's on Hilbert spaces
- A nonsmooth chain rule for malliavin's derivative operator
- Title not available (Why is that?)
- Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution
- Title not available (Why is that?)
- Classical and generalized solutions of fractional stochastic differential equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Adaptive Wick--Malliavin Approximation to Nonlinear SPDEs with Discrete Random Variables
- A note on the smoothness of densities
- Title not available (Why is that?)
- THE GROSS DERIVATIVE AND GENERALIZED RANDOM VARIABLES
- Generalized Brownian Motion, Point Processes and Stochastic Calculus for Random Fields
- Title not available (Why is that?)
- Chaos expansion methods for stochastic differential equations involving the Malliavin derivative. I
- On unbiased stochastic Navier-Stokes equations
- On the Stochastic Navier–Stokes Equation Driven by Stationary White Noise
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