Computation of the kernels of Lévy functionals and applications
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Publication:351806
zbMath1271.60065MaRDI QIDQ351806
Publication date: 10 July 2013
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ijm/1369841786
Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07)
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