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Stochastics
Volumn 86, Issue 2, 2014, Pages 285-290
A note on the truncated Skorohod integral process
Author keywords

Malliavin calculus; Skorohod integral processes; truncated integral
Indexed keywords

EID: 84896484853     PISSN: 17442508     EISSN: 17442516     Source Type: Journal    
DOI: 10.1080/17442508.2013.775288     Document Type: Article
Times cited : (1)
References (3)
  • 1
    • 55449085002 scopus 로고    scopus 로고
    • Malliavin Calculus for Lévy Processes with Applications to Finance
    • Springer-Verlag, Berlin
    • G.Di Nunno, B.Øksendal, and F.Proske, Malliavin Calculus for Lévy Processes with Applications to Finance, Universitext, Springer-Verlag, Berlin, 2009.
    • (2009) Universitext
    • Di Nunno, G.1    Øksendal, B.2    Proske, F.3
  • 2
    • 0000343766 scopus 로고
    • Analysis on Wiener space and anticipating stochastic calculus
    • Lecture Notes in Mathematics,: Springer, Berlin
    • D.Nualart, Analysis on Wiener space and anticipating stochastic calculus, in Lectures on Probability Theory and Statistics (Saint-Flour, 1995), Lecture Notes in MathematicsVol. 1690, Springer, Berlin, 1995, pp. 123-227.
    • (1995) Lectures on Probability Theory and Statistics (Saint-Flour, 1995) , vol.1690 , pp. 123-227
    • Nualart, D.1
  • 3
    • 39849085449 scopus 로고    scopus 로고
    • The Malliavin Calculus and Related Topics
    • 2nd ed.,: Springer-Verlag, Berlin
    • D.Nualart, The Malliavin Calculus and Related Topics, 2nd ed., Probability and its Applications (New York), Springer-Verlag, Berlin, 2006.
    • (2006) Probability and its Applications (New York)
    • Nualart, D.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.