On smooth martingales

DOI10.1006/JFAN.1994.1023zbMATH Open0803.60043OpenAlexW2053784039MaRDI QIDQ1328256FDOQ1328256

Authors: Jiagang Ren 

Publication date: 3 January 1995

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

Full work available at URL: https://doi.org/10.1006/jfan.1994.1023

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zbMATH Keywords

Malliavin calculusSobolev spaceDoob's inequalitycontinuity of trajectoriesquasi-sure analysis of Wiener functionalssmooth martingales

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cited In (6)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Differentiable measures and the Malliavin calculus
• Title not available (Why is that?)
• Two parameter smooth martingales on the Wiener space
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