Sensitivity Analysis Using It[o-circumflex]--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control

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Emmanuel Gobet, Rémi Munos

Published: 01 Jan 2005, Last Modified: 14 May 2025SIAM J. Control. Optim. 2005EveryoneRevisionsBibTeXCC BY-SA 4.0