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Applications of the Malliavin Calculus, Part I

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References

1980MULTI-DIMENSIONAL DIFFUSION PROCESSES1,243 cited
1978Stochastic calculus of variations and hypoelliptic operators524 cited

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1997Differentiable measures and the Malliavin calculus54 cited

2009Non-degeneracy of Wiener functionals arising from rough differential equations52 cited

2005Functional quantization of a class of Brownian diffusions: A constructive approach46 cited

2008Sharp estimates for the convergence of the density of the Euler scheme in small time45 cited