MetadatenAuthor: | Andreas Neuenkirch, Ivan Nourdin, Samy Tindel |
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URN: | urn:nbn:de:hebis:30:3-328955 |
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DOI: | https://doi.org/10.1214/EJP.v13-575 |
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ISSN: | 1083-6489 |
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Parent Title (English): | Electronic journal of probability |
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Publisher: | EMIS ELibEMS |
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Place of publication: | [Madralin] |
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Document Type: | Article |
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Language: | English |
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Year of Completion: | 2014 |
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Date of first Publication: | 2008/11/11 |
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Publishing Institution: | Universitätsbibliothek Johann Christian Senckenberg |
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Release Date: | 2014/01/29 |
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Tag: | Malliavin calculus; delay equation; fractional Brownian motion; rough paths theory |
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Volume: | 13 |
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Page Number: | 38 |
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First Page: | 2031 |
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Last Page: | 2068 |
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Note: | This work is licensed under a Creative Commons Attribution 3.0 License http://creativecommons.org/licenses/by/3.0/ . |
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HeBIS-PPN: | 363711112 |
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Institutes: | Informatik und Mathematik / Mathematik |
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Dewey Decimal Classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
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MSC-Classification: | 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G15 Gaussian processes |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Hxx Stochastic analysis [See also 58J65] / 60H05 Stochastic integrals |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Hxx Stochastic analysis [See also 58J65] / 60H07 Stochastic calculus of variations and the Malliavin calculus |
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Sammlungen: | Universitätspublikationen |
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Licence (German): | Creative Commons - Namensnennung 3.0 |
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