𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Malliavin calculus for processes with jumps


Publisher
Springer Netherlands
Year
1991
Tongue
English
Weight
101 KB
Volume
23
Category
Article
ISSN
0167-8019

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Malliavin calculus for quantum stochasti
✍ Uwe Franz; RΓ©mi LΓ©andre; RenΓ© Schott πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 383 KB

A Girsanov formula and an integration by parts formula are given for quantum stochastic processes on the Heisenberg-Weyl algebra and used to obtain sufficient conditions for their Wigner density in a given state to lie in the Sobolev space of order I;. 0 AcadCmie des SciencesElsevier, Paris Calcul d