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The Beneš equation and stochastic calculus of variations - MaRDI portal

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The Beneš equation and stochastic calculus of variations (Q1893863)

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scientific article; zbMATH DE number 772933
Language Label Description Also known as
English
The Beneš equation and stochastic calculus of variations
scientific article; zbMATH DE number 772933

    Statements

    title
    The Beneš equation and stochastic calculus of variations (English)
    0 references
    author
    Laurent Decreusefond
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    A. S. Üstünel
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    publication date
    7 August 1995
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    zbMATH Keywords
    Benes equation
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    Malliavin calculus
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    reflection theory
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    Identifiers

    zbMATH DE Number
    772933
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    OpenAlex ID
    W1995495978
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