Keywords
- Brownian Motion
- Stochastic Differential Equation
- Coupling Coefficient
- Maximal Function
- Standard Brownian Motion
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References
K. Bichteler, Stochastic integration and LP-theory of semimartingales, Ann. Prob. 9/1 (1981), 49–89.
K. Bichteler, Stochastic integrators with stationary independent increments, to appear.
J.-M. Bismut, Martingales, the Malliavin Calculus and Hörmander’s theorems, Proc. of the Durham Conference on Stochastic Integration (1980), Springer Lecture Notes in Math. No. 851, 1981.
D. Fonken, The Malliavin Calculus in dimension one, Thesis 1981.
P. Malliavin, Stochastic calculus of variation and hypoelliptic operators, Proc. of the International Symposium on Stochastic Differential Equations (Kyoto 1976) Tokyo, 1978.
P.-A. Meyer, Stochastic flows on manifolds, Seminaire de Probabilites No. XV, Springer Lecture Notes in Math. No. 850, 1981.
D. Stroock, The Malliavin Calculus and its application to second order parabolic differential equations: Part I, Math. Systems Theory 14 (1981), 25–65.
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© 1982 Springer-Verlag
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Bichteler, K., Fonken, D. (1982). A simple version of the Malliavin calculus in dimension one. In: Chao, JA., Woyczyński, W.A. (eds) Martingale Theory in Harmonic Analysis and Banach Spaces. Lecture Notes in Mathematics, vol 939. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0096254
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DOI: https://doi.org/10.1007/BFb0096254
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