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zbMath0859.60052MaRDI QIDQ3364549

Shigeo Kusuoka

Publication date: 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Sobolev space heat equation Malliavin calculus Wiener space short time asymptotics manifold cohomology

Mathematics Subject Classification ID

Diffraction, scattering (78A45) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) PDEs with randomness, stochastic partial differential equations (35R60) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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Analysis of Error with Malliavin Calculus: Application to Hedging

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