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searching for Malliavin calculus 5 found (149 total)

alternate case: malliavin calculus

White noise analysis (1,912 words) [view diff] exact match in snippet view article find links to article

on the Gaussian white noise probability space, to be compared with Malliavin calculus based on the Wiener process. It was initiated by Takeyuki Hida in
Giulia Di Nunno (297 words) [view diff] exact match in snippet view article find links to article
Karsten Øksendal and Frank Proske, Di Nunno is a co-author of the book Malliavin calculus for Lévy processes with applications to finance (Springer, 2009).
Abstract Wiener space (721 words) [view diff] exact match in snippet view article find links to article
infinite-dimensional Lebesgue measure Bell, Denis R. (2006). The Malliavin calculus. Mineola, NY: Dover Publications Inc. p. x+113. ISBN 0-486-44994-7
Integration by parts operator (677 words) [view diff] exact match in snippet view article find links to article
derived from the Clark-Ocone theorem. Bell, Denis R. (2006). The Malliavin calculus. Mineola, NY: Dover Publications Inc. pp. x+113. ISBN 0-486-44994-7
Marta Sanz-Solé (586 words) [view diff] exact match in snippet view article find links to article
has published more than 90 scientific articles and a monograph on Malliavin calculus and applications to SPDEs. Sanz-Solé served in the Executive Committee