scientific article; zbMATH DE number 1064371

MaRDI QIDQ4355845zbMATH OpenFDO

Authors Paul Malliavin

Publication date 19 March 1998

zbMATH Keywords

anticipative calculusMalliavin calculuspath spacesWiener space

Mathematics Subject Classification ID

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

Review text

This work contains a discussion on the relations between abstract Wiener spaces and Wiener spaces on which a time scale, and therefore a filtration have been defined. The author gives a brief review of Malliavin's calculus (derivatives of variables, Gross-Stroock Sobolev spaces, stochastic calculus of variations, anticipative calculus) where he compares the two points of view. He also reviews results about Riemannian geometry on path spaces, for which an analogue on abstract Wiener spaces has not yet been studied. For the entire collection see [Zbl 0869.00026].

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Cited in

(3)

• Embedding the abstract Wiener space in a probability space
• Abstract Wiener space, revisited
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