Infinite dimensional Malliavin calculus and its application

DOI10.1007/BF02006146zbMath0780.60057MaRDI QIDQ1210227

Xianyn Zhou

Publication date: 25 May 1993

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusfinite-dimensional distributionsinfinite-dimensional Banach space valued stochastic differential equation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Differentiable measures and the Malliavin calculus

Cites Work

• Absolue continuité de probabilités de transition par rapport à une mesure gaussienne dans un espace de Hilbert. (Absolute continuity of transition probabilities with respect to a Gaussian measure in a Hilbert space)
• Semi-martingales et grossissement d'une filtration
• Malliavin calculus for two-parameter Wiener functionals
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