Stochastic calculus of variations
نویسندگان
چکیده
منابع مشابه
Stochastic Calculus of Variations for Martingales
The stochastic calculus of variations for the Wiener process, initiated in Malliavin , aims to obtain conditions for the regularity of the density of Wiener functionals given by the values of diffusion processes. It also developed as an extension to anticipating processes of the Itô calculus, by means of the Skorohod integral, cf. Nualart-Pardoux , Üstünel . In the case of point processes we ca...
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ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 1981
ISSN: 0022-1236
DOI: 10.1016/0022-1236(81)90079-3