Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces

DOI10.1016/j.jfa.2012.07.017zbMath1262.60051OpenAlexW2143410867MaRDI QIDQ1762333

Nicolas Privault

Publication date: 23 November 2012

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2012.07.017

zbMATH Keywords

Malliavin calculusLie groupspath spacecovariant derivativesPoisson spaceSkorohod integralquasi-nilpotencemeasure invariance

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Cumulant operators and moments of the Itô and Skorohod integrals, Conditional Stein approximation for Itô and Skorohod integrals, Third cumulant Stein approximation for Poisson stochastic integrals, Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals

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