Sobolev derivatives and Itô decomposition formula for Gaussian processes using properties of their RKHSs (Q1205509)
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scientific article; zbMATH DE number 147397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sobolev derivatives and Itô decomposition formula for Gaussian processes using properties of their RKHSs |
scientific article; zbMATH DE number 147397 |
Statements
Sobolev derivatives and Itô decomposition formula for Gaussian processes using properties of their RKHSs (English)
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1 April 1993
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tensor products
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Malliavin calculus
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reproducing kernel Hilbert space
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Sobolev derivative
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chaos expansion
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Itô's decomposition formula
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