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Diffusions, their derivatives and expansions in Wiener chaos - MaRDI portal

Diffusions, their derivatives and expansions in Wiener chaos (Q2503512)

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Diffusions, their derivatives and expansions in Wiener chaos
scientific article

    Statements

    title
    Diffusions, their derivatives and expansions in Wiener chaos (English)
    0 references
    author
    Tadeusz Banek
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    publication date
    21 September 2006
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    zbMATH Keywords
    The Malliavin calculus
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    Derivative operators
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    Chaos expansion
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    Diffusions processes
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    Identifiers

    zbMATH DE Number
    5055536
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    OpenAlex ID
    W2051882067
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