SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Large Deviations and the Malliavin Calculus · Study

BookLarge Deviations and the Malliavin Calculus

Jean‐Michel Bismut1984

Book1984

Large Deviations and the Malliavin Calculus

Jean‐Michel Bismut

405 citations·0/0 files stored

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 405 citations exist upstream.

Cited by

2010Densities for rough differential equations under Hörmander’s condition 2005Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control 2012Derivative formulas and gradient estimates for SDEs driven by α -stable processes 1988Methods de laplace et de la phase stationnaire sur l'espace de wiener 2013Maximum-likelihood estimation for diffusion processes via closed-form density expansions 2018Short-time near-the-money skew in rough fractional volatility models 1985The Malliavin calculus 1991Precise asymptotics of certain Wiener functionals

Details

Year1984

Typebook

Published1984-01-01

Languageen

Citations405

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

openalex_workW1531801092

Links

landingopen

Imported from OpenAlex (CC0) — nothing here is generated.