scientific article

zbMath0512.60024MaRDI QIDQ3657133

Shinzo Watanabe

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Malliavin calculusWiener functionalDonsker delta-functionSobolev space over the Wiener space

Mathematics Subject Classification ID

Diffusion processes (60J60) Generalized stochastic processes (60G20) Stochastic analysis (60Hxx)

Related Items (13)

On positive generalized functionals ⋮ On a dual pair of spaces of smooth and generalized random variables ⋮ Brownian functionals and applications ⋮ Law of large numbers and central limit theorem for Donsker's delta function of diffusions. I ⋮ Pricing discrete barrier options under stochastic volatility ⋮ Itô's lemma without non-anticipatory conditions ⋮ A characterization of Hida distributions ⋮ Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe ⋮ Construction of strong solutions of SDE's via Malliavin calculus ⋮ Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes ⋮ Malliavin's stochastic calculus of variations for manifold-valued Wiener functionals and its applications ⋮ Conditional expansions and their applications. ⋮ Unnamed Item

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