On the quadratic Wiener functional associated with the Malliavin derivative of the square norm of Brownian sample path on interval

DOI10.1214/ECP.v11-1174zbMath1111.60037OpenAlexW2004432879MaRDI QIDQ2433662

Setsuo Taniguchi

Publication date: 3 November 2006

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/127315

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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