Work

Integration by parts and Bismut-Elworthy-Li-type formula on the Heisenberg Lie group using the hypoelliptic measure

Year: 2025

Type: article

Source: Physica Scripta

DOI: 10.1088/1402-4896/add582

Authors: Roberta R Albuquerque, Antônio M S Macêdo, Raydonal Ospina

Institutions: Universidade Federal de Pernambuco, Universidade Federal da Bahia

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Coordenação de Aperfeiçoamento de Pessoal de Nível Superior, Conselho Nacional de Desenvolvimento Científico e Tecnológico, Fundação de Amparo à Pesquisa do Estado da Bahia

Awards: G1351911349, G399727341, G7941188131

OpenAlex ID: W4410142967

FWCI:

Cites: 14

Cited by:

Related to: 10