A class of integration by parts formulae in stochastic analysis I

zbMath0881.60052arXiv1911.09733MaRDI QIDQ5687093

Xue-Mei Li, K. David Elworthy

Publication date: 26 January 1998

Full work available at URL: https://arxiv.org/abs/1911.09733

zbMATH Keywords

path spaceintegration by parts

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05)

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