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Introduction to Malliavin Calculus - MaRDI portal

Introduction to Malliavin Calculus (Q4962242)

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scientific article; zbMATH DE number 6968586
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English
Introduction to Malliavin Calculus
scientific article; zbMATH DE number 6968586

    Statements

    title
    Introduction to Malliavin Calculus (English)
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    author
    David Nualart
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    Eulalia Nualart
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    publication date
    30 October 2018
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    zbMATH Keywords
    Malliavin calculus
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    Brownian motion
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    stochastic calculus
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    derivative operator, divergence operator
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    Wiener chaos
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    density
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    normal approximation
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    jump process
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    Identifiers

    DOI
    10.1017/9781139856485
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    Mathematics Subject Classification ID
    60-01
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    60H07
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    60Hxx
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    60J65
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    60J75
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    zbMATH DE Number
    6968586
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    OpenAlex ID
    W4230413742
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