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Note sur les processus d'Ornstein-Uhlenbeck

  • P. A. Meyer
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 920)

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References

  1. MALLIAVIN (P.). Stochastic calculus of variations and hypoelliptic operators. Proc. Intern. Conf. on Stoch. Diff. Eqs., Kyoto, 1976, p. 195–263. New York, Wiley 1978.Google Scholar
  2. STROOCK (D.). The Malliavin Calculus and its applications to 2d order parabolic differential equations. Math. Systems Th. 13, 1981, p. (partie II non encore parue).Google Scholar

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© Springer-Verlag 1982

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  • P. A. Meyer

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