THE MALLIAVIN CALCULUS

被引：44
|
作者：
ZAKAI, M [1 ]
机构：
[1] TECHNION ISRAEL INST TECHNOL, DEPT ELECT ENGN, IL-32000 HAIFA, ISRAEL
来源：
ACTA APPLICANDAE MATHEMATICAE | 1985年 / 3卷 / 02期
关键词：
D O I：
10.1007/BF00580703
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
引用
收藏
页码：175 / 207
页数：33
相关论文
共 50 条
  • [1] Ito calculus and Malliavin calculus
    Watanabe, Shinzo
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2007, 2 : 623 - 639
  • [2] On generalized Malliavin calculus
    Lototsky, S. V.
    Rozovskii, B. L.
    Selesi, D.
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2012, 122 (03) : 808 - 843
  • [3] SIMPLIFIED MALLIAVIN CALCULUS
    NORRIS, J
    LECTURE NOTES IN MATHEMATICS, 1986, 1204 : 101 - 130
  • [4] THE PARTIAL MALLIAVIN CALCULUS
    NUALART, D
    ZAKAI, M
    LECTURE NOTES IN MATHEMATICS, 1989, 1372 : 362 - 381
  • [5] Discretizing Malliavin calculus
    Bender, Christian
    Parczewski, Peter
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2018, 128 (08) : 2489 - 2537
  • [6] Levy Laplacians in Hida Calculus and Malliavin Calculus
    Volkov, B. O.
    PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS, 2018, 301 (01) : 11 - 24
  • [7] Statistical Inference and Malliavin Calculus
    Corcuera, Jose M.
    Kohatsu-Higa, Arturo
    SEMINAR ON STOCHASTIC ANALYSIS, RANDOM FIELDS AND APPLICATIONS VI, 2011, 63 : 59 - +
  • [8] Malliavin calculus and martingale expansion
    Yoshida, N
    BULLETIN DES SCIENCES MATHEMATIQUES, 2001, 125 (6-7): : 431 - 456
  • [9] Malliavin calculus in a binomial framework
    Cohen, Samuel N.
    Elliott, Robert J.
    Siu, Tak Kuen
    APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2018, 34 (06) : 774 - 781
  • [10] Perturbation analysis and Malliavin calculus
    Decreusefond, L
    ANNALS OF APPLIED PROBABILITY, 1998, 8 (02): : 496 - 523
12345