Stochastic analysis as infinite-dimensional analysis
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PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) PDEs with randomness, stochastic partial differential equations (35R60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Diffraction, scattering (78A45)
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Cited in
(14)- Geometric aspects of Malliavin's calculus on vector bundles
- Stochastic and infinite dimensional analysis. Collected papers based on the presentations at the conference, Bielefeld, Germany, June 2013
- scientific article; zbMATH DE number 4192795 (Why is no real title available?)
- Stochastic differential geometry
- scientific article; zbMATH DE number 4201289 (Why is no real title available?)
- Mini-workshop: Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry. Abstracts from the workshop held February 10--16, 2013.
- scientific article; zbMATH DE number 66578 (Why is no real title available?)
- scientific article; zbMATH DE number 1107585 (Why is no real title available?)
- Analysis of Error with Malliavin Calculus: Application to Hedging
- scientific article; zbMATH DE number 218613 (Why is no real title available?)
- Stochastic analysis and applications
- Itô calculus and Malliavin calculus
- Infinite-dimensional degree theory and stochastic analysis
- Differentiability in infinite dimension and the Malliavin calculus
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