Absolute continuity of probability laws of Wiener functionals
From MaRDI portal
Publication:1133826
DOI10.3792/pjaa.54.230zbMath0422.60032OpenAlexW1991075524WikidataQ114844642 ScholiaQ114844642MaRDI QIDQ1133826
Publication date: 1978
Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3792/pjaa.54.230
Gaussian processes (60G15) Brownian motion (60J65) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)
Related Items
Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process, Gaussian measures on linear spaces, On the distributions of smooth functions on infinite-dimensional spaces with measures, Exact confidence intervals for the Hurst parameter of a fractional Brownian motion, Logarithmic Sobolev inequalities on loop groups, Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields, Differentiable measures and the Malliavin calculus, The partial malliavin calculus and its application to non-linear filtering