Work

Martingales, the Malliavin calculus and Hörmander's theorem

Year: 1981

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/bfb0088724

Author: Jean-Michel Bismut

Institutions: Université Paris-Sud, Laboratoire de Mathématiques d'Orsay

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W189477720

FWCI: 7.694

Cites: 15

Cited by: 16

Related to: 10