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A resumé of some of the applications of Malliavin's calculus

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Advances in Filtering and Optimal Stochastic Control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 42))

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References

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Authors
  1. Daniel W. Stroock
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Wendell H. Fleming Luis G. Gorostiza

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© 1982 Springer-Verlag

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Stroock, D.W. (1982). A resumé of some of the applications of Malliavin's calculus. In: Fleming, W.H., Gorostiza, L.G. (eds) Advances in Filtering and Optimal Stochastic Control. Lecture Notes in Control and Information Sciences, vol 42. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004553

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  • DOI: https://doi.org/10.1007/BFb0004553

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11936-4

  • Online ISBN: 978-3-540-39517-1

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