scientific article; zbMATH DE number 4135140

MaRDI QIDQ3468397zbMATH OpenFDO

Authors David Nualart, Moshe Zakai

Publication date 1989

zbMATH Keywords

Malliavin calculus

Mathematics Subject Classification ID

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

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Cited in

(7)

• Gaussian measures on linear spaces
• Differentiable measures and the Malliavin calculus
• Maslov Idempotent Probability Calculus, I
• The divergence of Banach space valued random variables on Wiener space
• The composition of Wiener functionals with non absolutely continuous shifts
• The Clark-Ocone formula for vector valued Wiener functionals
• Strong asymptotic independence on Wiener chaos

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