%0 Journal Article %1 journals/siamco/GobetM05 %A Gobet, Emmanuel %A Munos, Rémi %D 2005 %J SIAM J. Control and Optimization %K dblp %N 5 %P 1676-1713 %T Sensitivity Analysis Using Ito-circumflex--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control. %U http://dblp.uni-trier.de/db/journals/siamco/siamco43.html#GobetM05 %V 43

@article{journals/siamco/GobetM05, added-at = {2011-11-10T00:00:00.000+0100}, author = {Gobet, Emmanuel and Munos, Rémi}, biburl = {https://www.bibsonomy.org/bibtex/2f0e6d5e024022170284e213763eb7488/dblp}, ee = {http://dx.doi.org/10.1137/S0363012902419059}, interhash = {1014355cd2cc311bb2fc2d45d06d225c}, intrahash = {f0e6d5e024022170284e213763eb7488}, journal = {SIAM J. Control and Optimization}, keywords = {dblp}, number = 5, pages = {1676-1713}, timestamp = {2011-11-11T11:32:33.000+0100}, title = {Sensitivity Analysis Using It[o-circumflex]--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control.}, url = {http://dblp.uni-trier.de/db/journals/siamco/siamco43.html#GobetM05}, volume = 43, year = 2005 }