Chaos Expansion Methods for Stochastic Differential Equations Involving the Malliavin Derivative–Part II

Tijana Levajković, and Dora Seleši. "Chaos Expansion Methods for Stochastic Differential Equations Involving the Malliavin Derivative–Part II." Publications de l'Institut Mathématique 90(104).110 (2011): 85-98. <http://eudml.org/doc/255573>.

@article{TijanaLevajković2011,
author = {Tijana Levajković, Dora Seleši},
journal = {Publications de l'Institut Mathématique},
keywords = {fractional Gaussian white noise space; fractional Poissonian white noise space; Skorokhod integral; Ornstein-Uhlenbeck operator},
language = {eng},
number = {110},
pages = {85-98},
publisher = {Matematički institut SANU},
title = {Chaos Expansion Methods for Stochastic Differential Equations Involving the Malliavin Derivative–Part II},
url = {http://eudml.org/doc/255573},
volume = {90(104)},
year = {2011},
}

TY - JOUR
AU - Tijana Levajković
AU - Dora Seleši
TI - Chaos Expansion Methods for Stochastic Differential Equations Involving the Malliavin Derivative–Part II
JO - Publications de l'Institut Mathématique
PY - 2011
PB - Matematički institut SANU
VL - 90(104)
IS - 110
SP - 85
EP - 98
LA - eng
KW - fractional Gaussian white noise space; fractional Poissonian white noise space; Skorokhod integral; Ornstein-Uhlenbeck operator
UR - http://eudml.org/doc/255573
ER -