Work

Malliavin calculus for parabolic SPDEs with jumps

Year: 2000

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/s0304-4149(99)00107-6

Author: Nicolas Fournier

Institution: Université Pierre-et-Marie-Curie

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W202925929

FWCI: 1.097

Cites: 9

Cited by: 28

Related to: 10