Generalized holomorphic processes and differentiability

DOI10.1007/BF01051875zbMath0682.60043MaRDI QIDQ1824280

David Nualart, Ely Merzbach

Publication date: 1989

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculustwo-parameter Wiener processmultiple Wiener integralsholomorphic processesseries expansions of square integrable processes

Mathematics Subject Classification ID

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

Related Items (1)

Estimation of quadratic variation for two-parameter diffusions

Cites Work

• Generalized stochastic integrals and the Malliavin calculus
• Stochastic calculus with anticipating integrands
• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel
• Stochastic integrals in the plane
• Multiple Wiener integral
• [https://portal.mardi4nfdi.de/wiki/Publication:3319505 Processus stochastiquement diff�rentiables dans le plan]
• Malliavin's calculus and stochastic integral representations of functional of diffusion processes^†
• Generalized multiple stochastic integrals and the representation of wiener functionals
• Multiple stochastic integrals: Projection and iteration
• The Representation of Functionals of Brownian Motion by Stochastic Integrals
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