Malliavin calculus and martingale expansion
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Publication:5956288
DOI10.1016/S0007-4497(01)01095-8zbMath0998.60055WikidataQ127792654 ScholiaQ127792654MaRDI QIDQ5956288
Publication date: 15 July 2002
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Martingales with discrete parameter (60G42) Stochastic calculus of variations and the Malliavin calculus (60H07)
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