Pages that link to "Item:Q3330239"
From MaRDI portal
The following pages link to Malliavin's calculus and stochastic integral representations of functional of diffusion processes<sup>†</sup> (Q3330239):
Displaying 11 items.
- An extension of the Clark–Haussmann formula and applications (Q5087031) (← links)
- The Malliavin calculus and hypoelliptic differential operators (Q5247183) (← links)
- Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales (Q5270101) (← links)
- Anticipating integrals and martingales on the Poisson space (Q5324846) (← links)
- Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus (Q5692192) (← links)
- Representation of the distributions on Wiener space and stochastic calculus of variations (Q5903557) (← links)
- Weak approximation of martingale representations (Q5962610) (← links)
- Space-Time Stochastic Calculus and White Noise (Q6061150) (← links)
- On the stochastic integral representation of Brownian functionals (Q6111386) (← links)
- On martingale representations of non-smooth Brownian functionals (Q6579977) (← links)
- A Girsanov transformed Clark-Ocone-Haussmann type formula for \(L^1\)-pure jump additive processes and its application to portfolio optimization (Q6630706) (← links)
