Embedding the abstract Wiener space in a probability space

DOI10.1006/jfan.1999.3485zbMath0947.60068OpenAlexW2015261491MaRDI QIDQ1971933

Moshe Zakai, Ali Süleyman Üstünel

Publication date: 28 August 2000

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

Full work available at URL: https://doi.org/10.1006/jfan.1999.3485

zbMATH Keywords

Itô integralMalliavin calculusGirsanov formulaWiener spacefiltering problem

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (5)

Malliavin calculus in abstract Wiener space using infinitesimals ⋮ On the Clark Ocone formula for the abstract Wiener space ⋮ Computation of the kernels of Lévy functionals and applications ⋮ On the continuity of pathwise solutions to Langevin equations in infinite dimensions ⋮ The Clark-Ocone formula for vector valued Wiener functionals

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• Absolute Continuity and Radon-Nikodym Derivatives for Certain Measures Relative to Wiener Measure

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