Ornstein–Uhlenbeck operator and Wiener functionals generated by Itô- and Mcshane–calculus

DOI10.1080/07362998708809106MaRDI QIDQ3756243zbMATHOpenAlexFDO

Authors Bijin Hu, G. S. Ladde

Publication date 1987

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362998708809106

zbMATH Keywords

Ornstein-Uhlenbeck operatorWiener functionalsItô- and McShane-calculus

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic integrals (60H05) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites work

• scientific article; zbMATH DE number 3457949 (Why is no real title available?)
• Geometry of differential space
• Lectures on stochastic differential equations and Malliavin calculus
• Random differential inequalities

Cited in

(2)

• Differentiable measures and the Malliavin calculus
• scientific article; zbMATH DE number 7049455 (Why is no real title available?)

This page was built for publication: Ornstein–Uhlenbeck operator and Wiener functionals generated by Itô- and Mcshane–calculus

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3756243)