Publication:4705363

zbMath0974.46044MaRDI QIDQ4705363

Ali Süleyman Üstünel, Moshe Zakai

Publication date: 19 December 1999

zbMATH Keywords

rotations; Malliavin calculus; abstract Wiener space; stochastic control theory; Radon-Nikodým derivative; Girsanov theorem; shifts; Ornstein-Uhlenbeck semigroup; quasi-sure analysis; Radon-Nikodým derivatives; Sard inequality; canonical Gaussian cylinder set measure; Ramer's formula; transformation of Wiener measure; infinite-dimensional flows; Rademacher class of Wiener functionals

Mathematics Subject Classification ID

60G15: Gaussian processes

60G35: Signal detection and filtering (aspects of stochastic processes)

60H25: Random operators and equations (aspects of stochastic analysis)

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

46-02: Research exposition (monographs, survey articles) pertaining to functional analysis

46G12: Measures and integration on abstract linear spaces

28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)

60G30: Continuity and singularity of induced measures

28-02: Research exposition (monographs, survey articles) pertaining to measure and integration

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

46T12: Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds

Related Items

Extension of the Cameron-Martin theorem to random translations, Malliavin calculus for regularity structures: the case of gPAM, Random fields and the geometry of Wiener space, Girsanov identities for Poisson measures under quasi-nilpotent transformations, Malliavin calculus and rough paths, Uniqueness in law for stochastic boundary value problems, On the continuity of pathwise solutions to Langevin equations in infinite dimensions, Portfolio optimization models on infinite-time horizon, Densities for rough differential equations under Hörmander's condition, Flows associated to tangent processes on the Wiener space, On the uniqueness of solutions to continuity equations, Some relations between mutual information and estimation error in Wiener space, Equivalence of Volterra processes., Flows associated with irregular \(\mathbb R^d\)-vector fields, Non-degeneracy of Wiener functionals arising from rough differential equations