نتایج جستجو برای: malliavin calculus
تعداد نتایج: 62955 فیلتر نتایج به سال:
Journal:
:Advances in Mathematics
2003
Journal:
:Kyoto Journal of Mathematics
2008
Journal:
:Studia Mathematica
1991
Journal:
:Electronic Journal of Probability
2009
Journal:
:Journal of Mathematical Analysis and Applications
2010
Journal:
:Infinite Dimensional Analysis, Quantum Probability and Related Topics
2009
Journal:
:Journal of Functional Analysis
2007
2008
REMI LEANDRE
Remi Leandre
We translate in semi-group theory our proof of Varadhan estimates for subelliptic Laplacians which was using the theory of large deviations of Wentzel-Freidlin and the Malliavin Calculus of Bismut type. Key–Words: Large deviations. Subelliptic estimates.
2008
Khalifa Es-sebaiy
Ciprian A. Tudor
Using the Malliavin calculus with respect to Gaussian processes and the multiple stochastic integrals we derive Itô’s and Tanaka’s formulas for the d-dimensional bifractional Brownian motion. 2000 AMS Classification Numbers: 60G12, 60G15, 60H05, 60H07.
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