Geometric analysis of conditional independence on Wiener space (Q2277665)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric analysis of conditional independence on Wiener space |
scientific article |
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Geometric analysis of conditional independence on Wiener space (English)
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1991
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We study the conditional independence of sigma-fields on the Wiener space using the tools of the stochastic calculus of variations. Particular emphasis is given to the relation between the splitting of the (random) tangent spaces associated to the sigma-fields and the conditional independence.
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conditional independence of sigma-fields
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Wiener space
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stochastic calculus of variations
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