The wavelet transform for Wiener functionals and some applications

DOI10.1080/17442508.2013.879144zbMath1337.60150OpenAlexW2072917515MaRDI QIDQ2811109

Martias Claude

Publication date: 10 June 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2013.879144

zbMATH Keywords

Malliavin calculusbackward stochastic differential equationswavelet transformdiffusion processesWiener analysis

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cites Work

• The ridgelet transform for Wiener functionals
• Lectures on stochastic differential equations and Malliavin calculus
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• Ten Lectures on Wavelets