Geometric analysis of conditional independence on Wiener space
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Publication:2277665
DOI10.1007/BF01199786zbMath0725.60054MaRDI QIDQ2277665
David Nualart, Ali Süleyman Üstünel
Publication date: 1991
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
60B05: Probability measures on topological spaces
60H07: Stochastic calculus of variations and the Malliavin calculus
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Cites Work
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- Lectures on stochastic differential equations and Malliavin calculus
- On independence and conditioning on Wiener space
- Some relations among classes of \(\sigma\)-fields on Wiener space
- Generalized stochastic integrals and the Malliavin calculus
- On the structure of independence on Wiener space