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60H07 Stochastic calculus of variations and the Malliavin calculus (6 articles)

• Araya, Héctor; Tudor, Ciprian A.: Non-central limit theorem for the oscillation of the Rosenblatt process. (English). Czechoslovak Mathematical Journal, vol. 75 (2025), issue 4, pp. 1255-1274
• Nguyen, Tien Dung: Gaussian density estimates for the solution of singular stochastic Riccati equations. (English). Applications of Mathematics, vol. 61 (2016), issue 5, pp. 515-526
• de Andrade, Alexandre; Ruffino, Paulo R. C.: Wiener integral in the space of sequences of real numbers. (English). Archivum Mathematicum, vol. 36 (2000), issue 2, pp. 95-101
• Bogachev, V. I.: Remarks on integration by parts in infinite dimension. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 34 (1993), issue 2, pp. 11-29
• Bogachev, V. I.: Smooth measures, the Malliavin calculus and approximations in infinitedimensional spaces. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 31 (1990), issue 2, pp. 9-23
• Bogachev, V. I.: Differential properties of measures on infinite dimensional spaces and the Malliavin calculus. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 30 (1989), issue 2, pp. 9-30