Wiener integrals, Malliavin calculus and covariance measure structure
Ida Kruk, Francesco Russo, Ciprian A. Tudor
Abstract
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Ida Kruk, Francesco Russo, Ciprian A. Tudor
Abstract
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Key concepts: Mathematics, Malliavin calculus, Stochastic calculus, Covariance, Classical Wiener space, Integral representation theorem for classical Wiener space, Quadratic variation, Gaussian measure