scientific article; zbMATH DE number 4022297

MaRDI QIDQ3764977zbMATH OpenFDO

Authors J. Diebolt

Publication date 1987

zbMATH Keywords

exponential martingalesmoothness of the law of the solution of ordinary differential equationsStochastic variation calculus

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(3)

• Differentiable measures and the Malliavin calculus
• Smooth random functions, random ODEs, and Gaussian processes
• Ergodicity of a generalized Jacobi equation and applications

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