SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Technology Stocks : Dell Technologies Inc. -- Ignore unavailable to you. Want to Upgrade?


To: jim kelley who wrote (131263)6/8/1999 3:13:00 AM
From: michael modeme  Respond to of 176387
 
I'm assuming you're referring to Paul Malliavin of the Malliavin covariance matrix (of an R^d valued Ito functional) fame? I usually use the Ito formula quite a bit in the derivations, and the Doob-Meyer decomposition, but I haven't done much stochastic analysis in this setting (strictly speaking). You?