Stochastic Integrals and Differential Measures

DOI10.1137/1132010MaRDI QIDQ3806493zbMATH OpenOpenAlexFDO

Authors N. V. Norin

Publication date 1987

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1132010

zbMATH Keywords

extended stochastic integrallogarithmic derivativeoperator field

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Stochastic integrals (60H05)

Cited in

(8)

• Differentiable measures and the Malliavin calculus
• Gaussian measures on linear spaces
• From Measures to Itô Integrals
• scientific article; zbMATH DE number 4216681 (Why is no real title available?)
• Kato's inequality and essential self-adjointness of dirichlet operators on certain banach spaces
• scientific article; zbMATH DE number 2222544 (Why is no real title available?)
• Measures, Integrals and Martingales
• Differentiability of measures in the sense of Skorokhod and related properties

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