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Malliavin calculus and decoupling inequalities in Banach spaces · Study

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ArticleMalliavin calculus and decoupling inequalities in Banach spaces

Jan Maas2009

OA

Articlebronze2009

Malliavin calculus and decoupling inequalities in Banach spaces

26 citations·0/0 files stored·Journal of Mathematical Analysis and Applications

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Stochastic processes and financial applications Advanced Banach Space Theory Advanced Harmonic Analysis Research

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References

1983Stochastic Differential Equations and Diffusion Processes 2006The Malliavin Calculus and Related Topics 1978Stochastic calculus of variations and hypoelliptic operators 2007Stochastic integration in UMD Banach spaces 1978Stochastic calculus of variation and hypoelliptic operators 2006Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective 2005Stochastic integration of functions with values in a Banach space 2007Stochastic integration in UMD Banach spaces

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2018Lp-valued stochastic convolution integral driven by Volterra noise 2013Approximating Rough Stochastic PDEs 2009Correlation Inequalities and Applications to Vector-Valued Gaussian Random Variables and Fractional Brownian Motion

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Year2009

Typearticle

Published2009-08-26

VenueJournal of Mathematical Analysis and Applications

ISSN-L0022-247X

Languageen

Citations26

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jmaa.2009.08.041

openalex_workW2964058694

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