Stochastic Analysis
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Publication:2825401
DOI10.1017/9781316492888zbMath1375.60011OpenAlexW4244538749MaRDI QIDQ2825401
Setsuo Taniguchi, Hiroyuki Matsumoto
Publication date: 7 October 2016
Full work available at URL: https://doi.org/10.1017/9781316492888
Probability distributions: general theory (60E05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (10)
SHORT TIME FULL ASYMPTOTIC EXPANSION OF HYPOELLIPTIC HEAT KERNEL AT THE CUT LOCUS ⋮ Heat trace asymptotics on equiregular sub-Riemannian manifolds ⋮ SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES ⋮ On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable ⋮ AN APPLICATION OF THE PARTIAL MALLIAVIN CALCULUS TO BAOUENDI-GRUSHIN OPERATORS ⋮ Malliavin calculus for non-colliding particle systems ⋮ Ornstein–Uhlenbeck operators and semigroups ⋮ ASYMPTOTIC EXPANSION OF THE DENSITY FOR HYPOELLIPTIC ROUGH DIFFERENTIAL EQUATION ⋮ Higher-order error estimates of the discrete-time Clark-Ocone formula ⋮ Laplacian and Brownian motion on positive definite matrices, revisited
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