The Ornstein-Uhlembeck equation and a related Malliavin calculus (Q2462205)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The Ornstein-Uhlembeck equation and a related Malliavin calculus |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Ornstein-Uhlembeck equation and a related Malliavin calculus |
scientific article |
Statements
The Ornstein-Uhlembeck equation and a related Malliavin calculus (English)
0 references
26 November 2007
0 references
Malliavin calculus
0 references
Ornstein-Uhlembeck process
0 references
Wick product
0 references
Girsanov's theorem
0 references
