Fundamental equations with higher order Malliavin operators-Reference-Cited by-同舟云学术

Fundamental equations with higher order Malliavin operators

Published:2015-06-22 Issue:1 Volume:88 Page:106-127
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Levajković Tijana¹,Pilipović Stevan²,Seleši Dora²

Affiliation:

1. Department of Mathematics and Informatics, Faculty of Traffic and Transport Engineering, University of Belgrade , Vojvode Stepe 305, 11000 Belgrade, Serbia

2. Department of Mathematics and Informatics, Faculty of Sciences, University of Novi Sad , Trg Dositeja Obradovica 4, 21000 Novi Sad, Serbia

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2015.1036434

Reference28 articles.

1. An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion

2. Stochastic integrals for spde’s: A comparison

3. An Introduction to Infinite-Dimensional Analysis

4. On the convergence of generalized polynomial chaos expansions

5. Geometric Theory of Generalized Functions with Applications to General Relativity

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4. Generalized Operators of Malliavin Calculus;Equations Involving Malliavin Calculus Operators;2017

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