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1990•Probability Theory and Related FieldsOpen access

Application of Malliavin calculus to a class of stochastic differential equations

Nguyen Minh Duc, David Nualart, María Paz García Sanz

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Key concepts: Malliavin calculus, Mathematics, Stochastic differential equation, Smoothness, Stochastic calculus, Brownian motion, Mathematical finance, Class (philosophy)

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