SZodixStudyAcademic Library

Shelves Open access

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

Applications of the Malliavin Calculus, Part I · Study

ChapterShelves

ChapterApplications of the Malliavin Calculus, Part I

Shigeo Kusuoka1984

Chapter1984

Applications of the Malliavin Calculus, Part I

Shigeo Kusuoka · Daniel W. Stroock

237 citations·0/0 files stored·North-Holland mathematical library

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 Nonlinear Partial Differential Equations Mathematical and Theoretical Analysis

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 — 237 citations exist upstream.

References

1980MULTI-DIMENSIONAL DIFFUSION PROCESSES 1978Stochastic calculus of variations and hypoelliptic operators

Cited by

1999An Asymptotic Expansion Approach to Pricing Financial Contingent Claims 2001The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims 1992Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe 2003On validity of the asymptotic expansion approach in contingent claim analysis 1988Random non-linear wave equations: Smoothness of the solutions 2009Density Formula and Concentration Inequalities with Malliavin Calculus 2013Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths 1988Methods de laplace et de la phase stationnaire sur l'espace de wiener

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2010Density estimates for a random noise propagating through a chain of differential equationsarticle · 2 shared references 1981On the decomposition of solutions of stochastic differential equationschapter · 2 shared references 1981Diffusions conditionnelles. I. Hypoellipticité partiellearticle · 2 shared references 1982On backward stochastic differential equationsarticle · 2 shared references 1981The Malliavin calculus and its application to second order parabolic differential equations: Part IIarticle · 2 shared references 2006A guide to the stochastic calculus of variationschapter · 2 shared references

Details

Year1984

Typechapter

Published1984-01-01

VenueNorth-Holland mathematical library

ISSN-L0924-6509

Languageen

Citations237

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/s0924-6509(08)70397-0

openalex_workW389732810

Links

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