Abstract
Using the Malliavin calculus, we give a unified treatment of the so-called perturbation analysis of dynamic systems. Several applications are also given.
Citation
L. Decreusefond. "Perturbation analysis and Malliavin calculus." Ann. Appl. Probab. 8 (2) 496 - 523, May 1998. https://doi.org/10.1214/aoap/1028903536
Information