Malliavin's calculus and stochastic integral representations of functional of diffusion processesâ€
Work
Year: 1984
Type: article
Source: Stochastics
Author Daniel Ocone
Institution Rutgers, The State University of New Jersey
Cites: 18
Cited by: 160
Related to: 10
FWCI: 1.458
Citation percentile (by year/subfield): 96.98
Subfield: Finance
Domain: Social Sciences
Open Access status: closed