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Introduction to White Noise, Hida-Malliavin Calculus and Applications - MaRDI portal

Introduction to White Noise, Hida-Malliavin Calculus and Applications

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Publication:6315219

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arXiv1903.02936MaRDI QIDQ6315219

Nacira Agram, Bernt Øksendal

Publication date: 7 March 2019

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Stochastic integrals (60H05) Stochastic integral equations (60H20)

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