Perturbation analysis and Malliavin calculus
Decreusefond, L.
Ann. Appl. Probab., Tome 8 (1998) no. 1, p. 496-523 / Harvested from Project Euclid
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Using the Malliavin calculus, we give a unified treatment of the so-called perturbation analysis of dynamic systems. Several applications are also given.
Publié le : 1998-05-14
Classification:  Chaos decomposition,  IPA,  light traffic,  LRM,  Malliavin calculus,  RPA,  sensitivity analysis,  simulation,  60H07,  60H30,  60G55 
@article{1028903536,
     author = {Decreusefond, L.},
     title = {Perturbation analysis and Malliavin calculus},
     journal = {Ann. Appl. Probab.},
     volume = {8},
     number = {1},
     year = {1998},
     pages = { 496-523},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1028903536}
}

Decreusefond, L. Perturbation analysis and Malliavin calculus. Ann. Appl. Probab., Tome 8 (1998) no. 1, pp.  496-523. http://gdmltest.u-ga.fr/item/1028903536/