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)

Full work available at URL https://doi.org/10.1007/BF01199786

zbMATH Keywords

conditional independence of sigma-fieldsstochastic calculus of variationsWiener space

Mathematics Subject Classification ID

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

Review text

We study the conditional independence of sigma-fields on the Wiener space using the tools of the stochastic calculus of variations. Particular emphasis is given to the relation between the splitting of the (random) tangent spaces associated to the sigma-fields and the conditional independence.

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Cites work

• Generalized stochastic integrals and the Malliavin calculus
• scientific article; zbMATH DE number 3870338 (Why is no real title available?)
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• 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)

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

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