scientific article
From MaRDI portal
Publication:3352194
zbMath0728.60028MaRDI QIDQ3352194
Annie Millet, David Nualart, Marta Sanz-Solé
Publication date: 1991
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Skorokhod integralStratonovich integralMalliavin derivativelarge deviation principlesanticipating stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (3)
Pathwise large deviations for white noise chaos expansions ⋮ Logarithmic estimates for the density of an anticipating stochastic differential equation ⋮ Large deviations for stochastic flows and their applications
This page was built for publication:
