The Wiener space derivative for functionals of diffusions on manifolds

DOI10.1088/0951-7715/1/1/010zbMATH Open0644.58023OpenAlexW2031770703MaRDI QIDQ3787173

Mark H. A. Davis

Publication date: 1988

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0951-7715/1/1/010

zbMATH Keywords

diffusion processstochastic integralClark-Haussmann formulastochastic flow theoryWiener space derivative

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65)

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