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Malliavin calculus and decoupling inequalities in Banach spaces
8 references·3 citing·28 second hop
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this work references cited by second hop

References

  • 1983Stochastic Differential Equations and Diffusion Processes3,836 cited
  • 2006The Malliavin Calculus and Related Topics2,470 cited
  • 1978Stochastic calculus of variations and hypoelliptic operators524 cited
  • 2007Stochastic integration in UMD Banach spaces194 cited
  • 1978Stochastic calculus of variation and hypoelliptic operators178 cited
  • 2006Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective170 cited
  • 2005Stochastic integration of functions with values in a Banach space134 cited
  • 2007Stochastic integration in UMD Banach spaces130 cited

Cited by

  • 2018Lp-valued stochastic convolution integral driven by Volterra noise24 cited
  • 2013Approximating Rough Stochastic PDEs21 cited
  • 2009Correlation Inequalities and Applications to Vector-Valued Gaussian Random Variables and Fractional Brownian Motion21 cited

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