Stochastic anticipative calculus for functionals of a gaussian generalized random field
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Publication:4715829
DOI10.1080/17442509508834013zbMath0858.60052MaRDI QIDQ4715829
Jiang-Lun Wu, Sergio A. Albeverio
Publication date: 23 March 1997
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509508834013
Malliavin calculus; Skorokhod integrals; \({\mathcal D}'\)-valued multiple Wiener integrals; Gaussian \({\mathcal D}'\)-field
60G60: Random fields
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus