Non-linear smoothing of infinite-dimensional diffusion processes (Q3747427)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-linear smoothing of infinite-dimensional diffusion processes |
scientific article |
Statements
Non-linear smoothing of infinite-dimensional diffusion processes (English)
0 references
1986
0 references
infinite dimensional diffusion process
0 references
smooth gradient system
0 references
conditional law
0 references
Girsanov transformation
0 references
Bismut's version of Malliavin's calculus
0 references
Vasserstein metric
0 references
