Representation of the distributions on Wiener space and stochastic calculus of variations
DOI10.1016/0022-1236(87)90127-3zbMATH Open0638.46031OpenAlexW2057384397MaRDI QIDQ5966466FDOQ5966466
Publication date: 1987
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-1236(87)90127-3
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Clark's formulaItô integraladapted distributions on the Wiener spaceCameron-Martin SpaceItô Representation Theorem
Stochastic calculus of variations and the Malliavin calculus (60H07) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12) Distributions on infinite-dimensional spaces (46F25)
Cited In (13)
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- The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus
- The Clark-Ocone formula for vector valued Wiener functionals
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- Differentiable measures and the Malliavin calculus
- Representation of the distributions on Wiener space and stochastic calculus of variations
- Solvability of the Schrödinger equation by stochastic integration of magnetic fields
- The local time of self-intersections of Brownian motions as generalized Brownian functionals
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- The covariation for Banach space valued processes and applications
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