scientific article; zbMATH DE number 4042975

zbMATH Open0639.60060MaRDI QIDQ3780205FDOQ3780205

Authors: Daniel L. Ocone 

Publication date: 1988

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Malliavin calculusMalliavin covariance matrixstochastic calculus of variationHörmander's hypoellipticity theoremrepresentations of Wiener functionalsSkorokhod's integralsmoothness of densities of Wiener functionals

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical computation of solutions to systems of equations (65H10)

Cited In (11)

• Brownian motion on the Wiener sphere and the infinite-dimensional Ornstein-Uhlenbeck process
• Title not available (Why is that?)
• Differentiable measures and the Malliavin calculus
• Title not available (Why is that?)
• Non-exponential decay of the heat kernel
• Tools for Malliavin calculus in UMD Banach spaces
• Title not available (Why is that?)
• Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise
• Stochastic dynamics: A review of stochastic calculus of variations
• Futures market equilibrium with heterogeneity and a spot market at harvest
• Lipschitzian complete error calculus and Dirichlet forms

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