Book contents
- Frontmatter
- Contents
- Preface
- Introduction
- The story in a nutshell
- I Basics
- II Abstract theory of rough paths
- III Stochastic processes lifted to rough paths
- IV Applications to stochastic analysis
- 17 Stochastic differential equations and stochastic flows
- 18 Stochastic Taylor expansions
- 19 Support theorem and large deviations
- 20 Malliavin calculus for RDEs
- Appendices
- Frequently used notation
- References
- Index
20 - Malliavin calculus for RDEs
from IV - Applications to stochastic analysis
Published online by Cambridge University Press: 05 June 2012
Book contents
- Frontmatter
- Contents
- Preface
- Introduction
- The story in a nutshell
- I Basics
- II Abstract theory of rough paths
- III Stochastic processes lifted to rough paths
- IV Applications to stochastic analysis
- 17 Stochastic differential equations and stochastic flows
- 18 Stochastic Taylor expansions
- 19 Support theorem and large deviations
- 20 Malliavin calculus for RDEs
- Appendices
- Frequently used notation
- References
- Index
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- Multidimensional Stochastic Processes as Rough PathsTheory and Applications, pp. 545 - 568Publisher: Cambridge University PressPrint publication year: 2010