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渡辺 信三 (1984)
Lectures on stochastic differential equations and Malliavin calculus
We define an anticipative stochastic integral with respect to a nonhomogeneous Wiener process in a dual of a nuclear space and investigate its basic properties. The theory is developed without the use of chaos expansions.
Applied Mathematics and Optimization – Springer Journals
Published: Feb 2, 2005
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