Some results on entropy in Wiener space

DOI10.1007/BF01789238zbMath1081.60530MaRDI QIDQ816819

Shizan Fang

Publication date: 27 February 2006

Published in: Potential Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Cites Work

• Characteristics of normal samples
• Lectures on stochastic differential equations and Malliavin calculus
• (r, p)-Capacity on the Wiener space and properties of Brownian motion
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