On malliavin tensor fields

DOI10.1002/cpa.3160470308zbMath0808.60052OpenAlexW2020132699WikidataQ126265697 ScholiaQ126265697MaRDI QIDQ4296344

Kiyosi Itô

Publication date: 15 March 1995

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160470308

zbMATH Keywords

Wiener spaceMalliavin tensor fieldspolynomial tensor fieldsspace of regular probability measures

Mathematics Subject Classification ID

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

Related Items (1)

Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis

Cites Work

• Lectures on stochastic differential equations and Malliavin calculus
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