The calculus of variations for processes with independent increments (Q1011026)
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scientific article; zbMATH DE number 5541240
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The calculus of variations for processes with independent increments |
scientific article; zbMATH DE number 5541240 |
Statements
The calculus of variations for processes with independent increments (English)
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7 April 2009
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Lévy processes
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processes with independent increments
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Malliavin calculus
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Skorokhod integral
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multiple integral
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orthogonal polynomials
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chaos expansion
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