scientific article

zbMath1259.60003MaRDI QIDQ3091369

Nasir Uddin Ahmed

Publication date: 9 September 2011

Full work available at URL: http://ebooks.worldscinet.com/ISBN/9789814366373/toc.shtml

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motionGaussian processesMalliavin calculusevolution equationsfilteringgeneralized functionalsHida distributions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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