scientific article; zbMATH DE number 3998901

MaRDI QIDQ4725433zbMATH OpenFDO

Authors David Nualart

Publication date 1986

zbMATH Keywords

Bismut's integration by parts formulaGaussian processesMalliavin calculusMalliavin operators

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05)

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Cited in

(26)

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• Differentiable measures and the Malliavin calculus
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• Malliavin differentiability of solutions of SPDEs with Lévy white noise
• Stochastic functional linear models and Malliavin calculus
• Continuous Breuer-Major theorem: tightness and nonstationarity
• Moment bounds of a class of stochastic heat equations driven by space-time colored noise in bounded domains
• Integration-by-parts characterizations of Gaussian processes
• Intermittency for the hyperbolic Anderson model with rough noise in space
• Backward stochastic viability and related properties on \(Z\) for BSDEs with applications
• Wiener integrals, Malliavin calculus and covariance measure structure
• An application of the partial Malliavin calculus to Baouendi-Grushin operators
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• Some sufficient conditions for Novikov's criterion
• Malliavin calculus in a binomial framework
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• The Malliavin calculus for processes with conditionally independent increments
• Conditionally Gaussian stochastic integrals
• Canonical Lévy process and Malliavin calculus
• Malliavin calculus for infinite-dimensional systems with additive noise

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