Geometric analysis of conditional independence on Wiener space

DOI10.1007/BF01199786zbMath0725.60054MaRDI QIDQ2277665

David Nualart, Ali Süleyman Üstünel

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stochastic calculus of variationsWiener spaceconditional independence of sigma-fields

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Differentiable measures and the Malliavin calculus

Cites Work

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• Lectures on stochastic differential equations and Malliavin calculus
• On independence and conditioning on Wiener space
• Some relations among classes of \(\sigma\)-fields on Wiener space
• Generalized stochastic integrals and the Malliavin calculus
• On the structure of independence on Wiener space

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