nualart.saussereau:09:malliavin¶
BibTeX Entry:
@article{nualart.saussereau:09:malliavin,
author = {Nualart, David and Saussereau, Bruno},
doi = {10.1016/j.spa.2008.02.016},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149},
journal = {Stochastic Process. Appl.},
mrclass = {60H07 (60G22 60H10)},
mrnumber = {2493996},
mrreviewer = {Ivan Nourdin},
number = {2},
pages = {391--409},
title = {Malliavin calculus for stochastic differential equations driven by a fractional {B}rownian motion},
url = {https://doi.org/10.1016/j.spa.2008.02.016},
volume = {119},
year = {2009}
}