An alternative approach to Privault's discrete-time chaotic calculus
type: Item
instance of: scholarly article
title: An alternative approach to Privault's discrete-time chaotic calculus
zbMATH Open document ID: 1205.60106
author: Yanchun Lu
author: Huifang Chai
author: Caishi Wang
published in: Journal of Mathematical Analysis and Applications
publication date: 2010-10-25T00:00:00Z
review text: This paper studies a Malliavin-type theory of stochastic calculus for discrete-time processes, hence it can be viewed as an infinite dimensional analog of classical discrete-time stochastic analysis. The authors present another approach of this calculus and find that many operations can be expressed in simple form and are easy to work with.
reviewed by: N. G. Gamkrelidze
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 58J65
zbMATH DE Number: 5804536
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: stochastic calculus for discrete-time proceses
MaRDI profile type: Publication
full work available at URL: j.jmaa.2010.08.021
OpenAlex ID: W2093817127
cites work: Q2725600
cites work: Symmetric Hilbert spaces and related topics. Infinitely divisible positive definite functions, continuous products and tensor products, Gaussian and Poissonian stochastic processes
cites work: Quantum probability for probabilists
cites work: Stochastic analysis of Bernoulli processes
DOI: 10.1016/J.JMAA.2010.08.021
description: scientific article; zbMATH DE number 5804536