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Representation of the distributions on Wiener space and stochastic calculus of variations · Study

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ArticleRepresentation of the distributions on Wiener space and stochastic calculus of variations

Ali Süleyman Üstünel1987

OA

Articlebronze1987

Representation of the distributions on Wiener space and stochastic calculus of variations

Ali Süleyman Üstünel

48 citations·0/0 files stored·Journal of Functional Analysis

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Stochastic processes and financial applications Advanced Banach Space Theory Mathematical and Theoretical Analysis

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References

1984Lectures on Stochastic Differential Equations and Malliavin Calculus 1970The Representation of Functionals of Brownian Motion by Stochastic Integrals 1976On a Generalization of a Stochastic Integral 1980Derivatives of Wiener functionals and absolute continuity of induced measures 1986Generalized stochastic integrals and the malliavin calculus 1984Malliavin's calculus and stochastic integral representations of functional of diffusion processes†1982L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel

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2014Variational calculation of Laplace transforms via entropy on Wiener space and applications 2004White Noise of Poisson Random Measures 2006A guide to the stochastic calculus of variations 2013The covariation for Banach space valued processes and applications 2006Nonclausal stochastic integrals and calculus 1988Calcul stochastique non adapte par rapport a la mesure aleatoire de poisson

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Year1987

Typearticle

Published1987-01-01

VenueJournal of Functional Analysis

ISSN-L0022-1236

Languageen

Citations48

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0022-1236(87)90127-3

openalex_workW2057384397

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