Statements (14)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
stochastic processes
|
| gptkbp:enables |
integration by parts formula in stochastic calculus
|
| gptkbp:field |
gptkb:probability_theory
stochastic analysis |
| https://www.w3.org/2000/01/rdf-schema#label |
Malliavin derivative
|
| gptkbp:namedAfter |
gptkb:Paul_Malliavin
|
| gptkbp:relatedTo |
gptkb:Wiener_process
stochastic differential equations |
| gptkbp:usedFor |
analysis of smoothness of probability laws
differentiation on Wiener space |
| gptkbp:usedIn |
gptkb:Malliavin_calculus
|
| gptkbp:bfsParent |
gptkb:Malliavin_calculus
|
| gptkbp:bfsLayer |
6
|