Integration by parts, homogeneous chaos expansions and smooth densities
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Publication:1119268
DOI10.1214/aop/1176991504zbMath0671.60050OpenAlexW1998195970MaRDI QIDQ1119268
Robert J. Elliott, Michael Kohlmann
Publication date: 1989
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991504
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Martingales and classical analysis (60G46)
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