A generalization of the Buckdahn-Föllmer formula for composite transformations defined by finite dimensional substitution

DOI10.1215/kjm/1250283833zbMath1057.28007OpenAlexW1596542404MaRDI QIDQ1425554

Kouji Yano

Publication date: 17 March 2004

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250283833

zbMATH Keywords

quadratic Wiener functionalsBuckdahn-Föllmer type transformationschange of variables formula on Wiener spaces

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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