Geometric analysis of conditional independence on Wiener space (Q2277665): Difference between revisions
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| Property / cites work: Some relations among classes of \(\sigma\)-fields on Wiener space / rank | |||
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| Property / cites work: Generalized stochastic integrals and the Malliavin calculus / rank | |||
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| Property / cites work: Q3975592 / rank | |||
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| Property / cites work: On independence and conditioning on Wiener space / rank | |||
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| Property / cites work: On the structure of independence on Wiener space / rank | |||
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Latest revision as of 16:29, 21 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric analysis of conditional independence on Wiener space |
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Geometric analysis of conditional independence on Wiener space (English)
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1991
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We study the conditional independence of sigma-fields on the Wiener space using the tools of the stochastic calculus of variations. Particular emphasis is given to the relation between the splitting of the (random) tangent spaces associated to the sigma-fields and the conditional independence.
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conditional independence of sigma-fields
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Wiener space
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stochastic calculus of variations
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