scientific article

zbMath0568.60058MaRDI QIDQ3684931

Paul Malliavin

Publication date: 1984

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

zbMATH Keywords

Gaveau-Trauber identificationItô's infinitesimal invariantStroock's commutator between the Ornstein-Uhlenbeck operator and the stochastic integral

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05)

Related Items (4)

Solvability of the Schrödinger equation by stochastic integration of magnetic fields ⋮ Generalized stochastic integrals and the Malliavin calculus ⋮ Differentiable measures and the Malliavin calculus ⋮ Differential calculus on finite codimensional submanifolds of the Wiener space: The divergence operator

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