{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,10]],"date-time":"2026-04-10T19:13:29Z","timestamp":1775848409752,"version":"3.50.1"},"reference-count":40,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"5","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Control Optim."],"published-print":{"date-parts":[[2005,1]]},"DOI":"10.1137\/s0363012902419059","type":"journal-article","created":{"date-parts":[[2005,3,29]],"date-time":"2005-03-29T02:00:23Z","timestamp":1112061623000},"page":"1676-1713","source":"Crossref","is-referenced-by-count":65,"title":["Sensitivity Analysis Using It\u00f4--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control"],"prefix":"10.1137","volume":"43","author":[{"given":"Emmanuel","family":"Gobet","sequence":"first","affiliation":[]},{"given":"Remi","family":"Munos","sequence":"additional","affiliation":[]}],"member":"351","reference":[{"key":"R2","doi-asserted-by":"publisher","DOI":"10.1016\/S0954-1810(01)00028-0"},{"key":"R3","volume-title":"Perturbation methods in optimal control","author":"Bensoussan Alain","year":"1988"},{"key":"R4","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.42.2.269"},{"key":"R5","volume-title":"Large deviations and the Malliavin calculus","author":"Bismut Jean\u2010Michel","year":"1984"},{"key":"R6","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-75894-2"},{"key":"R7","doi-asserted-by":"publisher","DOI":"10.1007\/s004400050016"},{"key":"R9","doi-asserted-by":"publisher","DOI":"10.1007\/s007800050071"},{"key":"R10","doi-asserted-by":"publisher","DOI":"10.1007\/s004400100194"},{"key":"R11","doi-asserted-by":"publisher","DOI":"10.1007\/s002450010016"},{"key":"R12","doi-asserted-by":"crossref","DOI":"10.1007\/BFb0103064","volume-title":"On the geometry of diffusion operators and stochastic flows","author":"Elworthy K.","year":"1999"},{"key":"R13","doi-asserted-by":"publisher","DOI":"10.1007\/s007800050068"},{"key":"R14","first-page":"1","volume":"41","author":"Chen Xian","year":"2002","journal-title":"Acta Sci. Natur. Univ. Sunyatseni"},{"key":"R18","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4149(99)00109-X"},{"key":"R19","doi-asserted-by":"publisher","DOI":"10.1051\/ps:2001112"},{"key":"R20","doi-asserted-by":"publisher","DOI":"10.2307\/3318625"},{"key":"R21","doi-asserted-by":"publisher","DOI":"10.1016\/S0246-0203(02)01107-X"},{"key":"R22","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-642-61798-0","volume-title":"Elliptic partial differential equations of second order","author":"Gilbarg David","year":"2001"},{"key":"R23","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.38.6.884"},{"key":"R25","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1022855419"},{"key":"R26","doi-asserted-by":"publisher","DOI":"10.1137\/S036301299731669X"},{"key":"R27","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4613-0007-6"},{"key":"R28","doi-asserted-by":"publisher","DOI":"10.1090\/S0025-5718-00-01201-1"},{"key":"R29","first-page":"153","author":"Kohatsu Higa Arturo","year":"2000","journal-title":"S\u016brikaisekikenky\u016bsho K\u014doky\u016buroku"},{"key":"R30","doi-asserted-by":"publisher","DOI":"10.1137\/S0036142901385507"},{"key":"R31","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-12616-5"},{"key":"R33","doi-asserted-by":"publisher","DOI":"10.1007\/978-94-009-4770-2"},{"key":"R34","doi-asserted-by":"publisher","DOI":"10.1007\/b98840"},{"key":"R36","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4899-2696-8"},{"key":"R37","doi-asserted-by":"publisher","DOI":"10.1287\/opre.42.4.643"},{"key":"R38","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-2437-0"},{"key":"R40","doi-asserted-by":"publisher","DOI":"10.1137\/0328054"},{"key":"R41","doi-asserted-by":"publisher","DOI":"10.1007\/s004400100185"},{"key":"R42","doi-asserted-by":"publisher","DOI":"10.1007\/b97412"},{"key":"R43","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-02619-9"},{"key":"R45","volume-title":"Linear models","author":"Rao C.","year":"1999"},{"key":"R48","doi-asserted-by":"publisher","DOI":"10.1080\/17442509708834123"},{"key":"R49","doi-asserted-by":"publisher","DOI":"10.1080\/07362999008809220"},{"key":"R50","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2003.06.001"},{"key":"R51","doi-asserted-by":"publisher","DOI":"10.1137\/0329064"},{"key":"R52","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-1466-3"}],"container-title":["SIAM Journal on Control and Optimization"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/S0363012902419059","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,7,7]],"date-time":"2021-07-07T14:13:42Z","timestamp":1625667222000},"score":1,"resource":{"primary":{"URL":"http:\/\/epubs.siam.org\/doi\/10.1137\/S0363012902419059"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2005,1]]},"references-count":40,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2005,1]]}},"alternative-id":["10.1137\/S0363012902419059"],"URL":"https:\/\/doi.org\/10.1137\/s0363012902419059","relation":{},"ISSN":["0363-0129","1095-7138"],"issn-type":[{"value":"0363-0129","type":"print"},{"value":"1095-7138","type":"electronic"}],"subject":[],"published":{"date-parts":[[2005,1]]}}}