scientific article

zbMath0938.46045MaRDI QIDQ3365270

Ali Süleyman Üstünel, Moshe Zakai

Publication date: 2000

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

zbMATH Keywords

Malliavin calculusRadon-Nikodym derivativeabstract Wiener spacestochastic control theoryGirsanov theoremcanonical Gaussian cylinder set measureRamer's formulatransformation of Wiener measure

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Research exposition (monographs, survey articles) pertaining to functional analysis (46-02) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Continuity and singularity of induced measures (60G30) Research exposition (monographs, survey articles) pertaining to measure and integration (28-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)

Related Items (21)

Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space ⋮ Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models ⋮ Integral operators for nonlocally compact group modules ⋮ Quasi-invariance of Gaussian measures for the periodic Benjamin-Ono-BBM equation ⋮ Quasi-invariance under flows generated by non-linear PDEs ⋮ Functional inequalities for forward and backward diffusions ⋮ Absolute Continuity under Time Shift of Trajectories and Related Stochastic Calculus ⋮ Properties of the parabolic Anderson model and the Anderson polymer model ⋮ On the Stochastic Least Action Principle for the Navier-Stokes Equation ⋮ Overlaps and pathwise localization in the Anderson polymer model ⋮ Differentiability of SDEs with drifts of super-linear growth ⋮ Change of path formula on the function space with applications ⋮ Transport equations and quasi-invariant flows on the Wiener space ⋮ Anticipative Markovian transformations on the Poisson space. ⋮ The divergence of Banach space valued random variables on Wiener space ⋮ Diffusions, their derivatives and expansions in Wiener chaos ⋮ Anderson polymer in a fractional Brownian environment: asymptotic behavior of the partition function ⋮ Talagrand concentration inequalities for stochastic partial differential equations ⋮ Strong solutions of forward-backward stochastic differential equations with measurable coefficients ⋮ Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts ⋮ Stochastic integration with respect to Gaussian processes.

This page was built for publication: