A transfer principle from Wiener to Poisson space and applications

DOI10.1006/jfan.1995.1108zbMath0847.60035OpenAlexW2030301859MaRDI QIDQ1908085

Nicolas Privault

Publication date: 30 September 1996

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

Full work available at URL: https://semanticscholar.org/paper/764d83fa6e1f11a125834d06cff2af9b42de17d7

zbMATH Keywords

stochastic calculus of variationsWiener spacedecomposition of the Ornstein-Uhlenbeck operatorinfinite-dimensional analysis for the exponential density

Mathematics Subject Classification ID

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

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