scientific article; zbMATH DE number 18229

MaRDI QIDQ3975592zbMATH OpenFDO

Authors David Nualart, Moshe Zakai

Publication date 26 June 1992

Full work available at URL http://www.numdam.org/item?id=SPS_1989__23__362_0, https://eudml.org/doc/113687

zbMATH Keywords

existence of conditional densities in the filtering problempartial Malliavin calculus

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cited in

(22)

• Stochastic calculus of variations for stochastic partial differential equations
• Malliavin calculus with time dependent coefficients and application to nonlinear filtering
• Differentiable measures and the Malliavin calculus
• Filtering on manifolds
• The Malliavin calculus for SDE with jumps and the partially hypoelliptic problem
• Evolution equation of a stochastic semigroup with white-noise drift.
• Embedding the abstract Wiener space in a probability space
• Malliavin calculus for non-colliding particle systems
• A high order time discretization of the solution of the non-linear filtering problem
• Kusuoka-Stroock gradient bounds for the solution of the filtering equation
• Geometric analysis of conditional independence on Wiener space
• Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
• Random fields and the geometry of Wiener space
• The partial malliavin calculus and its application to non-linear filtering
• scientific article; zbMATH DE number 3915322 (Why is no real title available?)
• scientific article; zbMATH DE number 3986319 (Why is no real title available?)
• Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
• On the partially hypoelliptic problem via Malliavin calculus
• Stochastic PDEs for large portfolios with general mean-reverting volatility processes
• Smoothness of directed chain stochastic differential equations
• An exercise in Malliavin's calculus
• Some relations among classes of \(\sigma\)-fields on Wiener space

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