Malliavin derivatives and derivatives of functionals of the Wiener process with respect to a scale parameter
type: Item
instance of: scholarly article
title: Malliavin derivatives and derivatives of functionals of the Wiener process with respect to a scale parameter
zbMATH Open document ID: 0562.60067
author: Moshe Zakai
published in: The Annals of Probability
publication date: 1985-01-01T00:00:00Z
Mathematics Subject Classification ID: 60H99
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 3896034
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: Malliavin derivatives
zbMATH Keywords: Ornstein-Uhlenbeck process
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176993013
OpenAlex ID: W1989454384
DOI: 10.1214/AOP/1176993013
description: scientific article; zbMATH DE number 3896034