نتایج جستجو برای: stochastic integrals

تعداد نتایج: 142213  

2006
Jean Picard

A stochastic calculus similar to Malliavin’s calculus is worked out for Brownian excursions. The analogue of the Malliavin derivative in this calculus is not a differential operator, but its adjoint is (like the Skorohod integral) an extension of the Itô integral. As an application, we obtain an expression for the integrand in the stochastic integral representation of square integrable Wiener f...

Journal: :The Annals of Probability 2001

Journal: :Journal of Mathematical Analysis and Applications 1987

Journal: :Proceedings of the American Mathematical Society 1971

Journal: :Journal of Multivariate Analysis 1987

Journal: :Теория вероятностей и ее применения 2001

Journal: :Journal of Mathematical Analysis and Applications 2017

Journal: :Journal of Applied Probability 2010

Journal: :Journal of Functional Analysis 1986

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