scientific article
From MaRDI portal
Publication:3817360
zbMath0666.60014MaRDI QIDQ3817360
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Malliavin calculusindex theoremshypoellipticstochastic differential geometryprobabilistic methods in geometry
Geometric probability and stochastic geometry (60D05) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (3)
Maximum-likelihood estimation for diffusion processes via closed-form density expansions ⋮ A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus ⋮ Divergence theorems in path space. II: Degenerate diffusions
This page was built for publication: