Perturbation analysis and Malliavin calculus

Authors
Decreusefond, L.
Citation
L. Decreusefond,, Perturbation analysis and Malliavin calculus, Annals of applied probability , 8(2), 1998, pp. 496-523
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
8
Issue
2
Year of publication
1998
Pages
496 - 523
Database
ACNP
SICI code
Abstract
Using the Malliavin calculus, we give a unified treatment of the so-called perturbation analysis of dynamic systems. Several applications are also given.