Geometric analysis of conditional independence on Wiener space

DOI10.1007/BF01199786zbMATH Open0725.60054MaRDI QIDQ2277665FDOQ2277665

Authors: David Nualart, A. S. Üstünel 

Publication date: 1991

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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zbMATH Keywords

Wiener spacestochastic calculus of variationsconditional independence of sigma-fields

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Probability measures on topological spaces (60B05)

Cites Work

• Title not available (Why is that?)
• Lectures on stochastic differential equations and Malliavin calculus
• Some relations among classes of \(\sigma\)-fields on Wiener space
• On independence and conditioning on Wiener space
• Generalized stochastic integrals and the Malliavin calculus
• On the structure of independence on Wiener space
• Title not available (Why is that?)

Cited In (4)

• Title not available (Why is that?)
• Differentiable measures and the Malliavin calculus
• Conditioned Wiener processes as nonlinearities: a rigorous probabilistic analysis of dynamics
• Title not available (Why is that?)

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