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The Malliavin calculus and stochastic delay equations

Published:1991-07 Issue:1 Volume:99 Page:75-99
ISSN:0022-1236
Container-title:Journal of Functional Analysis
language:en
Short-container-title:Journal of Functional Analysis

Author:

Bell Denis R,Mohammed Salah-Eldin A

Publisher

Elsevier BV

Subject

Analysis

Reference11 articles.

1. The Malliavin Calculus;Bell,1987

2. Solution of stochastic ordinary differential equations via small delays;Bell;Stochastics,1989

3. Stochastic Differential Equations;Gihman,1972

4. Applications of the Malliavin calculus, I;Kusuoka,1982

5. Applications of the Malliavin calculus, II;Kusuoka;J. Fac. Sci. Univ. Tokyo Sect. IA Math.,1985

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