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Cited by

• 2007Existence and Smoothness of the Density for Spatially Homogeneous SPDEs74 cited
• 2015Malliavin Calculus and Optimal Control of Stochastic Volterra Equations70 cited
• 2018A mild Itô formula for SPDEs67 cited
• 2010The stochastic wave equation with fractional noise: A random field approach59 cited
• 2015Duality in refined Sobolev–Malliavin spaces and weak approximation of SPDE50 cited
• 2016Malliavin calculus for regularity structures: The case of gPAM44 cited
• 2005Regularity of the sample paths of a class of second-order spde's37 cited
• 2017Convergence and regularity of probability laws by using an interpolation method34 cited
• 2011The Stochastic Wave Equation with Multiplicative Fractional Noise: A Malliavin Calculus Approach30 cited
• 2018Linear Volterra backward stochastic integral equations30 cited
• 2011Riesz transform and integration by parts formulas for random variables27 cited
• 2006A new technique for calibrating stochastic volatility models: the Malliavin gradient method26 cited
• 2022Mean-field backward stochastic differential equations and applications25 cited