Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin's calculus
type: Item
instance of: scholarly article
title: Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin's calculus
zbMATH Open document ID: 0855.60045
author: P. Imkeller
publication date: 1997-01-27T00:00:00Z
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 935109
zbMATH Keywords: semimartingale theory
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Oseledets spaces
zbMATH Keywords: stochastic integrals
zbMATH Keywords: quadratic variations
zbMATH Keywords: martingale inequalities
MaRDI profile type: Publication
full work available at URL: s004400050059
OpenAlex ID: W2011745788
DOI: 10.1007/S004400050059
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 935109