An extended stochastic integral for non-Gaussian measures in locally convex spaces

DOI10.1070/RM1986v041n03ABEH003365zbMath0662.60007MaRDI QIDQ3811419

N. V. Norin

Publication date: 1986

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

logarithmic derivative of a measureextended stochastic integralformula of Gauss-Ostrogradskijimage measure differentiability

Mathematics Subject Classification ID

Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)

Related Items (1)

Differentiable measures and the Malliavin calculus

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