Stochastic variational calculus for the uniform density measure

DOI10.1023/A:1017974125312MaRDI QIDQ1366418zbMATH OpenOpenAlexFDO

Authors Nicolas Privault

Publication date 31 August 1998

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1017974125312

zbMATH Keywords

Malliavin calculuspoint processeschaotic calculus

Mathematics Subject Classification ID

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

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Cited in

(8)

• On the size of chaos via Glauber calculus in the classical mean-field dynamics
• Stein approximation for functionals of independent random sequences
• Variational form of the large deviation functional
• scientific article; zbMATH DE number 751032 (Why is no real title available?)
• Normal approximation for generalized \(U\)-statistics and weighted random graphs
• Berry-Esseen bounds for functionals of independent random variables
• The calculus of variations for processes with independent increments
• Existence of densities for jumping stochastic differential equations

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