The hu-meyer formula for non deterministic kernels

DOI10.1080/17442509208833752MaRDI QIDQ3991740zbMATH OpenOpenAlexWikidataFDO

Authors Rosario Delgado, Marta Sanz-Solé

Publication date 28 June 1992

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2445/151940

zbMATH Keywords

Hu-Meyer formulaMalliavin derivative operatormultiple Stratonovich integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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• Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions
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