Ornstein–Uhlenbeck operator and Wiener functionals generated by Itô- and Mcshane–calculus

DOI10.1080/07362998708809106zbMath0619.60058OpenAlexW1988075064MaRDI QIDQ3756243

Bijin Hu, Gangaram S. Ladde

Publication date: 1987

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998708809106

zbMATH Keywords

Ornstein-Uhlenbeck operatorWiener functionalsItô- and McShane-calculus

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60) Stochastic integrals (60H05)

Related Items (1)

Differentiable measures and the Malliavin calculus

Cites Work

• Unnamed Item
• Lectures on stochastic differential equations and Malliavin calculus
• Random differential inequalities
• Geometry of differential space

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