Perturbation analysis and Malliavin calculus

L. Decreusefond

doi:10.1214/aoap/1028903536

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Home > Journals > Ann. Appl. Probab. > Volume 8 > Issue 2 > Article

May 1998 Perturbation analysis and Malliavin calculus

L. Decreusefond

Ann. Appl. Probab. 8(2): 496-523 (May 1998). DOI: 10.1214/aoap/1028903536

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Abstract

Using the Malliavin calculus, we give a unified treatment of the so-called perturbation analysis of dynamic systems. Several applications are also given.

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L. Decreusefond. "Perturbation analysis and Malliavin calculus." Ann. Appl. Probab. 8 (2) 496 - 523, May 1998. https://doi.org/10.1214/aoap/1028903536