scientific article; zbMATH DE number 503486

zbMath0801.60020MaRDI QIDQ4279828

Shinzo Watanabe, Satoshi Takanobu

Publication date: 20 November 1994

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

zbMATH Keywords

Malliavin calculusWiener functionalsItô's stochastic differential equationDirac delta-functionlarge deviations for the Wiener measure

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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