Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

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

7 references·7 citing·35 second hop

FromToDepth

this work references cited by second hop

References

1984Lectures on Stochastic Differential Equations and Malliavin Calculus271 cited
1970The Representation of Functionals of Brownian Motion by Stochastic Integrals233 cited
1976On a Generalization of a Stochastic Integral217 cited
1980Derivatives of Wiener functionals and absolute continuity of induced measures178 cited
1986Generalized stochastic integrals and the malliavin calculus156 cited
1984Malliavin's calculus and stochastic integral representations of functional of diffusion processes†153 cited
1982L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel96 cited

Cited by

2014Variational calculation of Laplace transforms via entropy on Wiener space and applications44 cited
2004White Noise of Poisson Random Measures44 cited
2006A guide to the stochastic calculus of variations37 cited
2013The covariation for Banach space valued processes and applications29 cited
2006Nonclausal stochastic integrals and calculus26 cited
1988Calcul stochastique non adapte par rapport a la mesure aleatoire de poisson23 cited
1988The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin Calculus20 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work