scientific article; zbMATH DE number 1380631

zbMath0974.46044MaRDI QIDQ4705363

Ali Süleyman Üstünel, Moshe Zakai

Publication date: 19 December 1999

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

zbMATH Keywords

rotationsMalliavin calculusabstract Wiener spacestochastic control theoryRadon-Nikodým derivativeGirsanov theoremshiftsOrnstein-Uhlenbeck semigroupquasi-sure analysisRadon-Nikodým derivativesSard inequalitycanonical Gaussian cylinder set measureRamer's formulatransformation of Wiener measureinfinite-dimensional flowsRademacher class of Wiener functionals

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Research exposition (monographs, survey articles) pertaining to functional analysis (46-02) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Continuity and singularity of induced measures (60G30) Research exposition (monographs, survey articles) pertaining to measure and integration (28-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)

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