The Calculus of Variations for Processes with Independent Increments
Yablonski, Aleh
Rocky Mountain J. Math., Tome 38 (2008) no. 2, p. 669-701 / Harvested from Project Euclid
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Publié le : 2008-04-15
Classification:  Lévy processes,  processes with independent increments,  Malliavin calculus,  Skorohod integral,  multiple integral,  orthogonal polynomials,  chaos expansion 
@article{1205420706,
     author = {Yablonski, Aleh},
     title = {The Calculus of Variations for Processes with Independent Increments},
     journal = {Rocky Mountain J. Math.},
     volume = {38},
     number = {2},
     year = {2008},
     pages = { 669-701},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1205420706}
}

Yablonski, Aleh. The Calculus of Variations for Processes with Independent Increments. Rocky Mountain J. Math., Tome 38 (2008) no. 2, pp.  669-701. http://gdmltest.u-ga.fr/item/1205420706/