Stochastic integration, trace and the skeleton of wiener functionals

DOI10.1080/17442509008833655MaRDI QIDQ3209944zbMATH OpenOpenAlexFDO

Authors Moshe Zakai

Publication date 1990

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509008833655

zbMATH Keywords

Malliavin calculustracenonadapted stochastic integralsskeleton of a Wiener functional

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05)

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• A Note on Paley-Wiener-Zygmund Stochastic Integrals
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• INTEGRATION WITH RESPECT TO ANALOGUE OF WIENER MEASURE OVER PATHS IN WIENER SPACE AND ITS APPLICATIONS
• scientific article; zbMATH DE number 5519835 (Why is no real title available?)
• \((s, t)\)-weak tractability of Euler and Wiener integrated processes

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