Calcul de Malliavin et probabilité invariante d'une chaîne de Markov. (Malliavin calculus and invariant measure of a Markov chain)

zbMath0657.60074MaRDI QIDQ1110912

J. B. Gravereaux

Publication date: 1988

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1988__24_2_159_0

zbMATH Keywords

Malliavin calculussufficient conditions of absolute continuity

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic calculus of variations and the Malliavin calculus (60H07) Continuity and singularity of induced measures (60G30)

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Differentiable measures and the Malliavin calculus

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