The composition of Wiener functionals with non absolutely continuous shifts
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Publication:1326277
DOI10.1007/BF01192512zbMath0792.60048MaRDI QIDQ1326277
Moshe Zakai, Ali Süleyman Üstünel
Publication date: 14 July 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Gaussian processes (60G15) Stochastic integrals (60H05) Measures and integration on abstract linear spaces (46G12) Continuity and singularity of induced measures (60G30) Derivatives of functions in infinite-dimensional spaces (46G05) Differentiability questions for infinite-dimensional manifolds (58B10)
Related Items (3)
On a dual pair of spaces of smooth and generalized random variables ⋮ Stochastic differential equations—some new ideas ⋮ Differentiable measures and the Malliavin calculus
Cites Work
- Some relations among classes of \(\sigma\)-fields on Wiener space
- Dirichlet forms and analysis on Wiener space
- [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
- The chain rule for differentiable measures
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