On smooth martingales

DOI10.1006/jfan.1994.1023zbMath0803.60043OpenAlexW2053784039MaRDI QIDQ1328256

Jiangang Ren

Publication date: 3 January 1995

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1994.1023

zbMATH Keywords

Sobolev spaceMalliavin calculusDoob's inequalitycontinuity of trajectoriesquasi-sure analysis of Wiener functionalssmooth martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Two parameter smooth martingales on the Wiener space ⋮ Differentiable measures and the Malliavin calculus

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