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

Tijana Levajković; Dora Seleši

Publications de l'Institut Mathématique (2011)

  • Volume: 90(104), Issue: 110, page 65-84
  • ISSN: 0350-1302

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Tijana Levajković, and Dora Seleši. "Chaos Expansion Methods for Stochastic Differential Equations Involving the Malliavin Derivative–Part I." Publications de l'Institut Mathématique 90(104).110 (2011): 65-84. <http://eudml.org/doc/255697>.

@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 = {65-84},
publisher = {Matematički institut SANU},
title = {Chaos Expansion Methods for Stochastic Differential Equations Involving the Malliavin Derivative–Part I},
url = {http://eudml.org/doc/255697},
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 I
JO - Publications de l'Institut Mathématique
PY - 2011
PB - Matematički institut SANU
VL - 90(104)
IS - 110
SP - 65
EP - 84
LA - eng
KW - fractional Gaussian white noise space; fractional Poissonian white noise space; Skorokhod integral; Ornstein-Uhlenbeck operator
UR - http://eudml.org/doc/255697
ER -

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