Malliavin Calculus with time dependent coefficients applied to a class of stochastic differential equations

Reference : Malliavin Calculus with time dependent coefficients applied to a class of stochastic ...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/8547

Title :	Malliavin Calculus with time dependent coefficients applied to a class of stochastic differential equations
Language :	English
Author, co-author :	Schiltz, Jang [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Publication date :	1998
Journal title :	Stochastic Analysis and Applications
Publisher :	Taylor & Francis Ltd
Volume :	16
Issue/season :	6
Pages :	1073-1100
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0736-2994
Permalink :	http://hdl.handle.net/10993/8547

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Limited access	1998 Manifolds.pdf		Publisher postprint	800.1 kB	Request a copy

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