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Variational calculation of Laplace transforms via entropy on Wiener space and applications · Study

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ArticleVariational calculation of Laplace transforms via entropy on Wiener space and applications

Ali Süleyman Üstünel2014

OA

Articlebronze2014

Variational calculation of Laplace transforms via entropy on Wiener space and applications

Ali Süleyman Üstünel

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

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Stochastic processes and financial applications Stochastic processes and statistical mechanics Geometric Analysis and Curvature Flows

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References

1983Stochastic Differential Equations and Diffusion Processes 1981Stochastic Differential Equations and Diffusion Processes 1998A variational representation for certain functionals of Brownian motion 2000Transformation of Measure on Wiener Space 1995An Introduction to Analysis on Wiener Space 1976An Example of a Stochastic Differential Equation Having No Strong Solution 1987Representation of the distributions on Wiener space and stochastic calculus of variations

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Year2014

Typearticle

Published2014-08-08

VenueJournal of Functional Analysis

ISSN-L0022-1236

Languageen

Citations44

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jfa.2014.07.006

openalex_workW2963849077

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