Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces

DOI10.1016/j.jfa.2012.07.017zbMath1262.60051OpenAlexW2143410867MaRDI QIDQ1762333

Nicolas Privault

Publication date: 23 November 2012

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

Full work available at URL: https://doi.org/10.1016/j.jfa.2012.07.017

zbMATH Keywords

Malliavin calculusLie groupspath spacecovariant derivativesPoisson spaceSkorohod integralquasi-nilpotencemeasure invariance

Mathematics Subject Classification ID

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

Related Items (4)

Cumulant operators and moments of the Itô and Skorohod integrals ⋮ Conditional Stein approximation for Itô and Skorohod integrals ⋮ Third cumulant Stein approximation for Poisson stochastic integrals ⋮ Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals

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• RANDOM HERMITE POLYNOMIALS AND GIRSANOV IDENTITIES ON THE WIENER SPACE
• On a Generalization of a Stochastic Integral
• Stochastic Integration with Jumps
• Measure Invariance on the Lie-Wiener Path Space
• Connections and curvature in the Riemannian geometry of configuration spaces

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