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zbMath0623.60069MaRDI QIDQ3761407

Ali Süleyman Üstünel

Publication date: 1987

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

zbMATH Keywords

time reversal Sobolev norms occupation density generalized Wiener functionals Clark's formula applications of the Malliavin calculus

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (3)

Time reversal for infinite-dimensional diffusions ⋮ Chaotic and variational calculus in discrete and continuous time for the poisson process ⋮ Differentiable measures and the Malliavin calculus

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