scientific article

zbMATH Open0696.60054MaRDI QIDQ3995415

Albert Badrikian

Publication date: 17 September 1992

Title of this publication is not available (Why is that?)

zbMATH Keywords

Brownian motionFock spaceHilbert-Schmidt operatorsSkorokhod integralanticipating stochastic calculusClark's formulahypercontractivity propertycalculus of variations on the Wiener spacederivative operator in the Wiener spacesmoothness of probability densities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (1)

Calcul stochastique non adapté pour des processus à deux paramètres: Formules de changement de variables de type Stratonovitch et de type Skorohod. (Anticipative stochastic calculus for processes with two parameters: Change of variables formulae of Stratonovich and of Skorokhod type)

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