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Publication:2912501
zbMath1256.60020MaRDI QIDQ2912501
Publication date: 14 September 2012
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Malliavin derivativeSkorohod integralintegration-by-parts formulaMalliavin calculus and applications
Asymptotic properties of parametric estimators (62F12) Diffusion processes (60J60) Financial applications of other theories (91G80) Stochastic calculus of variations and the Malliavin calculus (60H07)
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