Stochastic Analysis

Shigekawa, I. (2004). Stochastic Analysis.

Type

Book

Intellectual base

Review or monograph

Year

2004

Link

https://doi.org/10.1090/mmono/224matched

Cited by

1 citation across 1 artifact.

Domain-specific

• Malliavin Derivative
  • It differentiates the functional along the distinguished Cameron–Martin directions of the Gaussian measure.

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Registry ID ref:9447ee4a8275 · see in the full table