Work

The Malliavin calculus for SDE with jumps and the partially hypoelliptic problem

Year: 2002

Type: article

Source: Institutional Repositories DataBase (IRDB)

DOI: 10.18910/11656

Author: Atsushi Takeuchi

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1513558989

FWCI: 0.547

Cites: 16

Cited by: 25

Related to: 10