Malliavin calculus for Markov chains using perturbations of time (Q2833703)
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scientific article; zbMATH DE number 6656310
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin calculus for Markov chains using perturbations of time |
scientific article; zbMATH DE number 6656310 |
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Malliavin calculus for Markov chains using perturbations of time (English)
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25 November 2016
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Malliavin calculus
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continuous-time Markov chain
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Dirichlet form
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integration-by-parts formula
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stochastic differential equation
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Greeks
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