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scientific article; zbMATH DE number 1139989 - MaRDI portal

scientific article; zbMATH DE number 1139989

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Publication:4385097

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zbMath0897.60061MaRDI QIDQ4385097

Gheorghe Stoica

Publication date: 25 May 1998

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

zbMATH Keywords

anticipative Ornstein-Uhlenbeck process Mallivin derivative

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)

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