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Note sur les processus d'Ornstein-Uhlenbeck · Study

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ChapterNote sur les processus d'Ornstein-Uhlenbeck

P. A. Meyer1982

Chapter1982

Note sur les processus d'Ornstein-Uhlenbeck

70 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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1978Stochastic calculus of variations and hypoelliptic operators

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1985The Malliavin calculus 1983Clacul de Malliavin pour les diffusions avec sauts : Existence d’une densite dans le cas unidimensionnel 1997Differentiable measures and the Malliavin calculus 2006A guide to the stochastic calculus of variations

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Details

Year1982

Typechapter

Published1982-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languagefr

Citations70

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0092772

openalex_workW91904335

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