Non-linear smoothing of infinite-dimensional diffusion processes (Q3747427): Difference between revisions
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Latest revision as of 17:05, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-linear smoothing of infinite-dimensional diffusion processes |
scientific article |
Statements
Non-linear smoothing of infinite-dimensional diffusion processes (English)
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1986
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infinite dimensional diffusion process
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smooth gradient system
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conditional law
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Girsanov transformation
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Bismut's version of Malliavin's calculus
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Vasserstein metric
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