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Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

  • 2 Similar Profiles
Abstract Wiener Space Mathematics
Oscillatory Integrals Mathematics
Stochastic Integral Mathematics
Malliavin Calculus Mathematics
Stationary Phase Mathematics
Wiener Space Mathematics
Diffusion Process Mathematics
Analytic function Mathematics

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Research Output 1983 2017

  • 188 Citations
  • 6 h-Index
  • 36 Article
  • 4 Book
  • 1 Chapter
  • 1 Conference contribution
2 Citations (Scopus)
CR Manifold
Diffusion Process
Malliavin Calculus
1 Citation (Scopus)
Cut Locus
Heat Kernel
Asymptotic Expansion
Compact Manifold
Rough Paths
Open Access
1 Citation (Scopus)

Stochastic analysis: Itô and malliavin calculus in tandem

Matsumoto, H. & Taniguchi, S., Jan 1 2016, Stochastic Analysis: Ito and Malliavin Calculus in Tandem. Cambridge University Press, p. 1-346 346 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Malliavin Calculus
Stochastic Analysis
Mathematical Finance
Stochastic Integral Equation