Geometric analysis of conditional independence on Wiener space

DOI10.1007/BF01199786MaRDI QIDQ2277665zbMATH OpenFDO

Authors David Nualart, A. S. Üstünel

Publication date 1991

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

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)

Recommendations

• scientific article; zbMATH DE number 15791
• On independence and conditioning on Wiener space
• On the structure of independence on Wiener space
• Some relations among classes of \(\sigma\)-fields on Wiener space
• scientific article; zbMATH DE number 4042974

Cites work

• scientific article; zbMATH DE number 3870338 (Why is no real title available?)
• scientific article; zbMATH DE number 18229 (Why is no real title available?)
• Generalized stochastic integrals and the Malliavin calculus
• Lectures on stochastic differential equations and Malliavin calculus
• On independence and conditioning on Wiener space
• On the structure of independence on Wiener space
• Some relations among classes of \(\sigma\)-fields on Wiener space

Cited in

(4)

• scientific article; zbMATH DE number 4064177 (Why is no real title available?)
• Differentiable measures and the Malliavin calculus
• scientific article; zbMATH DE number 15791 (Why is no real title available?)
• Conditioned Wiener processes as nonlinearities: a rigorous probabilistic analysis of dynamics

This page was built for publication: Geometric analysis of conditional independence on Wiener space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2277665)