Non-linear smoothing of infinite-dimensional diffusion processes

DOI10.1080/17442508608833427zbMath0608.60044OpenAlexW1981584161MaRDI QIDQ3747427

Jean-Dominique Deuschel

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833427

zbMATH Keywords

Girsanov transformationinfinite dimensional diffusion processconditional lawBismut's version of Malliavin's calculussmooth gradient systemVasserstein metric

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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