Parametric Regularity of the Conditional Expectations via the Malliavin Calculus and Applications

DOI10.1007/978-1-4614-5906-4_25zbMath1401.60107OpenAlexW103314784MaRDI QIDQ2841801

Ali Süleyman Üstünel

Publication date: 30 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-5906-4_25

zbMATH Keywords

entropyWiener measureinvertibilityadapted perturbation of identity

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Probability theory on linear topological spaces (60B11)

Cites Work

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