Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels

DOI10.1214/AOP/1176992255zbMath0633.60077OpenAlexW1985377459MaRDI QIDQ1096254

Publication date: 1987

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992255

zbMATH Keywords

generalized Wiener functionals asymptotics of heat kernels Malliavin calculus for Wiener functionals Sobolev spaces of Wiener functionals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Heat equation (35K05) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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