Free Access
Issue
ESAIM: PS
Volume 11, February 2007
Special Issue: "Stochastic analysis and mathematical finance" in honor of Nicole El Karoui's 60th birthday
Page(s) 365 - 380
DOI https://doi.org/10.1051/ps:2007024
Published online 17 August 2007
  1. R. Cairoli and J.B. Walsh, Stochastic integrals in the plane. Acta Mathematica 134 (1975) 111–183. [CrossRef] [MathSciNet]
  2. P. Cattiaux and L. Mesnager, Hypoelliptic non-homogeneous diffusions. PTRF 123 (2002) 453–483. [CrossRef]
  3. M. Chen and X. Zhou, Applications of Malliavin calculus to stochastic differential equations with time-dependent coefficients. Acta Appli. Math. Sinica 7 (1991) 193–216. [CrossRef]
  4. I. Karatzas and S.E. Shreve, Brownian Motion and Stochastic Calculus. Springer-Verlag (1988).
  5. P. Malliavin, Stochastic calculus of variations and hypoelliptic operators, in Proc. Inter. Symp. on Stoch. Diff. Equations, Kyoto 1976, Tokyo and Wiley, New York (1978) 195–263.
  6. J.R. Norris, Simplified Malliavin calculus, in Séminaire de Probabilités XX. LNM 1204 (1986) 101–130.
  7. D. Nualart, The Malliavin Calculus and Related Topics. Probability and its Applications. Springer-Verlag, 2nd Edition (2006).
  8. D. Nualart and M. Sanz, Malliavin calculus for two-parameter Wiener functionals. Z. für Wahrscheinlichkeitstheorie verw. Gebiete 70 (1985) 573–590.
  9. P.E. Protter, Stochastic Integration and Differential Equations. Applications of Mathematics. Stochastic Modelling and Applied Probability. Springer, 2nd Edition 21 (2004).
  10. D.W. Stroock, Some applications of stochastic calculus to partial differential equations, in École d'Été de Probabilités de Saint Flour. LNM 976 (1983) 267–382.
  11. S. Taniguchi, Applications of Malliavin's calculus to time-dependent systems of heat equations. Osaka J. Math. 22 (1985) 307–320. [MathSciNet]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.