scientific article; zbMATH DE number 3907495

MaRDI QIDQ3684931zbMATH OpenFDO

Authors Paul Malliavin

Publication date 1984

zbMATH Keywords

Gaveau-Trauber identificationItô's infinitesimal invariantStroock's commutator between the Ornstein-Uhlenbeck operator and the stochastic integral

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05)

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