Perturbation analysis and Malliavin calculus

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Perturbation Analysis and Malliavin Calculus

Using the Malliavin calculus, we give a uniied treatment of the so-called perturbation analysis of dynamic systems. Several applications are also given.

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ژورنال

عنوان ژورنال: The Annals of Applied Probability

سال: 1998

ISSN: 1050-5164

DOI: 10.1214/aoap/1028903536