scientific article

zbMath0738.60055MaRDI QIDQ3975592

David Nualart, Moshe Zakai

Publication date: 26 June 1992

Full work available at URL: http://www.numdam.org/item?id=SPS_1989__23__362_0

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

zbMATH Keywords

partial Malliavin calculusexistence of conditional densities in the filtering problem

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

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Evolution equation of a stochastic semigroup with white-noise drift. ⋮ Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients ⋮ Random fields and the geometry of Wiener space ⋮ Conditional distributions, exchangeable particle systems, and stochastic partial differential equations ⋮ Some relations among classes of \(\sigma\)-fields on Wiener space ⋮ A high order time discretization of the solution of the non-linear filtering problem ⋮ Embedding the abstract Wiener space in a probability space ⋮ Kusuoka-Stroock gradient bounds for the solution of the filtering equation ⋮ Geometric analysis of conditional independence on Wiener space ⋮ Differentiable measures and the Malliavin calculus

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