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

DOI10.1080/07362998708809106zbMATH Open0619.60058OpenAlexW1988075064MaRDI QIDQ3756243FDOQ3756243

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

• Geometry of differential space
• Random differential inequalities
• Lectures on stochastic differential equations and Malliavin calculus
• Title not available (Why is that?)

Cited In (2)

• Differentiable measures and the Malliavin calculus
• Title not available (Why is that?)

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