Stochastic variational calculus for the uniform density measure

DOI10.1023/A:1017974125312zbMath0894.60047OpenAlexW173110305MaRDI QIDQ1366418

Nicolas Privault

Publication date: 31 August 1998

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017974125312

zbMATH Keywords

Malliavin calculuspoint processeschaotic calculus

Mathematics Subject Classification ID

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

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