scientific article; zbMATH DE number 775166
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Publication:4839666
zbMath0830.60049MaRDI QIDQ4839666
Publication date: 28 January 1996
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Stochastic calculus of variations and the Malliavin calculus (60H07) Nonstandard models in mathematics (03H05) Nonstandard analysis (26E35)
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Malliavin calculus in abstract Wiener space using infinitesimals ⋮ On the Clark Ocone formula for the abstract Wiener space ⋮ Computation of the kernels of Lévy functionals and applications ⋮ The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ A smooth approach to Malliavin calculus for Lévy processes ⋮ On anticipative Girsanov transformations for Lévy processes ⋮ From Probability Measures to Each Lévy Triplet and Back
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