scientific article; zbMATH DE number 775166

MaRDI QIDQ4839666zbMATH OpenFDO

Authors Nigel J. Cutland, Siu-Ah Ng

Publication date 28 January 1996

zbMATH Keywords

Malliavin calculusnonstandard analysisWiener space

Mathematics Subject Classification ID

Nonstandard models in mathematics (03H05) Nonstandard analysis (26E35) Stochastic calculus of variations and the Malliavin calculus (60H07)

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• A smooth approach to Malliavin calculus for Lévy processes
• On anticipative Girsanov transformations for Lévy processes
• Brownian motion on the Wiener sphere and the infinite-dimensional Ornstein-Uhlenbeck process
• Malliavin calculus in abstract Wiener space using infinitesimals
• On the Clark Ocone formula for the abstract Wiener space
• A quasi-Mal'cev condition with unexpected application.
• On distribution free Skorokhod-Malliavin calculus
• scientific article; zbMATH DE number 4015841 (Why is no real title available?)
• Computation of the kernels of Lévy functionals and applications
• From probability measures to each Lévy triplet and back
• The allure of infinitesimals: Sergio Albeverio and nonstandard analysis

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