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A summary of some identities of the Malliavin calculus

Part of the Lecture Notes in Mathematics book series (LNM,volume 1390)

Keywords

  • Stochastic Analysis
  • Stochastic Integral
  • Arbitrary Real Number
  • Arbitrary Positive Integer
  • Complete Probability Space

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References

  1. B. Gaveau et P. Trauber. L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel. J. Functional Anal. 46, 230–238, 1982.

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© 1989 Springer-Verlag

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Nualart, D., Zakai, M. (1989). A summary of some identities of the Malliavin calculus. In: Da Prato, G., Tubaro, L. (eds) Stochastic Partial Differential Equations and Applications II. Lecture Notes in Mathematics, vol 1390. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083946

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  • DOI: https://doi.org/10.1007/BFb0083946

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51510-4

  • Online ISBN: 978-3-540-48200-0

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