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zbMath0598.60034MaRDI QIDQ3732648

Shigeo Kusuoka

Publication date: 1984

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

zbMATH Keywords

Malliavin calculus Brownian sheet Bismut's asymptotic expansion

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10)

Related Items (2)

A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus ⋮ Differentiable measures and the Malliavin calculus

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