scientific article; zbMATH DE number 4135089

MaRDI QIDQ3468356zbMATH OpenFDO

Authors Shigeo Kusuoka

Publication date 1989

zbMATH Keywords

Malliavin calculusGaussian measureWiener spaceSard's theorem

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Calculus on manifolds; nonlinear operators (58C99) Diffusion processes and stochastic analysis on manifolds (58J65) Infinite-dimensional manifolds (58B99)

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Cited in

(7)

• Quasi sure analysis of local times of anticipating smooth semimartingales
• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Differentiable measures and the Malliavin calculus
• A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold
• Analysis on Wiener spaces. I: Nonlinear maps
• Analysis on Wiener spaces. II: Differential forms
• Wiener Measures on Riemannian Manifolds and the Feynman-Kac Formula

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