Malliavin calculus
In probability theory and related fields, Malliavin calculus is a set of mathematical techniques and ideas that extend the mathematical field of calculus of variations from deterministic functions to stochastic processes. In particular, it allows the computation of derivatives of random variables. Malliavin calculus is also called the stochastic calculus of variations.
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Malliavin calculus
In probability theory and related fields, Malliavin calculus is a set of mathematical techniques and ideas that extend the mathematical field of calculus of variations from deterministic functions to stochastic processes. In particular, it allows the computation of derivatives of random variables. Malliavin calculus is also called the stochastic calculus of variations.
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El cálculo variacional de Mall ...... o, en el filtrado estocástico.
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In probability theory and rela ...... example, stochastic filtering.
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El cálculo variacional de Mall ...... ada de una variable aleatoria.
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In probability theory and rela ...... hastic calculus of variations.
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Cálculo variacional de Malliavin
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Malliavin calculus
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