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On generalized Malliavin calculus

  • Published:2012-03 Issue:3 Volume:122 Page:808-843
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Lototsky S.V.,Rozovskii B.L.,Seleši D.

Funder

NSF Grant

SD Grant

Ministry of Science, Republic of Serbia

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference22 articles.

1. The orthogonal development of nonlinear functionals in a series of Fourier–Hermite functions;Cameron;Ann. Math.,1947

2. Quantum Physics;Glimm,1987

3. Stochastic Partial Differential Equations;Holden,1996

4. Large deviation estimates in the stochastic quantization of Φ24;Jona-Lasinio;Comm. Math. Phys.,1990

5. Wick product in stochastic Burgers equation: a curse or a cure?;Kaligotla;Asymptot. Anal.,2011

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1. A note on the smoothness of densities;Journal of Statistical Planning and Inference;2022-03

2. Classical and generalized solutions of fractional stochastic differential equations;Stochastics and Partial Differential Equations: Analysis and Computations;2019-12-07

3. Time-homogeneous parabolic Wick–Anderson model in one space dimension: regularity of solution;Stochastics and Partial Differential Equations: Analysis and Computations;2017-05-12

4. Equations Involving Mallivin Calculus Operators;Equations Involving Malliavin Calculus Operators;2017

5. Fundamental equations with higher order Malliavin operators;Stochastics;2015-06-22
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