Malliavin's stochastic calculus of variations for manifold-valued Wiener functionals and its applications

DOI10.1007/BF00532483zbMath0507.60068MaRDI QIDQ4745091

Setsuo Taniguchi

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusadditive functionals of a Brownian motion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cites Work

• Integral of differential forms along the path of diffusion processes
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• [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
• The Malliavin calculus and its application to second order parabolic differential equations: Part I
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