Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
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Publication:1096254
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
generalized Wiener functionalsasymptotics of heat kernelsMalliavin calculus for Wiener functionalsSobolev spaces of Wiener functionals
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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