Representation of the distributions on Wiener space and stochastic calculus of variations

DOI10.1016/0022-1236(87)90127-3zbMath0638.46031OpenAlexW2057384397MaRDI QIDQ5966466

Ali Süleyman Üstünel

Publication date: 1987

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(87)90127-3

zbMATH Keywords

Itô integraladapted distributions on the Wiener spaceCameron-Martin SpaceClark's formulaItô Representation Theorem

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Distributions on infinite-dimensional spaces (46F25)

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