Malliavin calculus for two-parameter Wiener functionals

DOI10.1007/BF00531868zbMath0595.60065OpenAlexW2045059238MaRDI QIDQ5903169

Marta Sanz-Solé, David Nualart

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531868

zbMATH Keywords

Malliavin calculustwo-parameter Wiener processinfinitely differentiable densitystochastic integral equations in plane

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic integral equations (60H20)

Related Items (16)

The support of the solution to a hyperbolic SPDE ⋮ Potential theory for hyperbolic SPDEs. ⋮ On the existence of solutions with smooth density of stochastic differential equations in plane ⋮ Random nonlinear wave equations: Smoothness of the solutions ⋮ The law of the solution to a nonlinear hyperbolic SPDE ⋮ Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions) ⋮ Hyperbolic stochastic differential equations: Absolute continuity of the law of the solution at a fixed point ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Smoothness of the functional law generated by a nonlinear SPDE ⋮ Infinite dimensional Malliavin calculus and its application ⋮ Probability density for a hyperbolic SPDE with time dependent coefficients ⋮ Unnamed Item ⋮ Quasi-sure product variation of two-parameter smooth martingales on the Wiener space ⋮ Differentiable measures and the Malliavin calculus ⋮ Logarithmic estimates for the density of hypoelliptic two-parameter diffusions

Cites Work

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• The Malliavin calculus
• The Malliavin calculus, a functional analytic approach
• Derivatives of Wiener functionals and absolute continuity of induced measures
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]

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