Stochastic variational calculus for the uniform density measure

DOI10.1023/A:1017974125312zbMATH Open0894.60047OpenAlexW173110305MaRDI QIDQ1366418FDOQ1366418

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

Recommendations

• scientific article
• Stochastic calculus of variations for stochastic partial differential equations
• scientific article; zbMATH DE number 1561015
• scientific article; zbMATH DE number 3980165
• scientific article; zbMATH DE number 1241989
• scientific article; zbMATH DE number 847813
• scientific article; zbMATH DE number 797354
• scientific article; zbMATH DE number 891141
• scientific article

zbMATH Keywords

Malliavin calculuspoint processeschaotic calculus

Mathematics Subject Classification ID

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

Cited In (8)

• Existence of densities for jumping stochastic differential equations
• Title not available (Why is that?)
• The calculus of variations for processes with independent increments
• Variational form of the large deviation functional
• Berry-Esseen bounds for functionals of independent random variables
• On the size of chaos via Glauber calculus in the classical mean-field dynamics
• Stein approximation for functionals of independent random sequences
• Normal approximation for generalizedU-statistics and weighted random graphs

This page was built for publication: Stochastic variational calculus for the uniform density measure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1366418)