On the structure of independence on Wiener space

DOI10.1016/0022-1236(90)90081-UzbMath0753.60008MaRDI QIDQ1813255

Moshe Zakai, Ali Süleyman Üstünel

Publication date: 25 June 1992

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

zbMATH Keywords

independenceorthogonality of the weak derivativesrandom elements in Wiener spaces

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)

Related Items (14)

Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity ⋮ Solution of the Monge-Ampère equation on Wiener space for general log-concave measures ⋮ Gaussian measures on linear spaces ⋮ The 2D Euler equations and the statistical transport equations ⋮ Some relations among classes of \(\sigma\)-fields on Wiener space ⋮ Embedding the abstract Wiener space in a probability space ⋮ Skorohod stochastic differential equations of diffusion type ⋮ Geometry of foliations on the Wiener space and stochastic calculus of variations ⋮ Geometric analysis of conditional independence on Wiener space ⋮ On the extension of generalized Lipschitz mappings ⋮ Differentiable measures and the Malliavin calculus ⋮ Dynamical systems generated by Sobolev class vector fields in finite and infinite dimensions ⋮ Absolutely continuous flows generated by Sobolev class vector fields in finite and infinite dimensions ⋮ On existence of a solution for differential equation with interaction

Cites Work

• Lectures on stochastic differential equations and Malliavin calculus
• On independence and conditioning on Wiener space
• Generalized stochastic integrals and the Malliavin calculus
• Gaussian and their subordinates self-similar random generalized fields
• Generalized multiple stochastic integrals and the representation of wiener functionals
• On the moments of a multiple wiener-ito integral and the space induced by the polynomials of the integral
• Representation of the distributions on Wiener space and stochastic calculus of variations
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