An alternative approach to Privault's discrete-time chaotic calculus
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.
stochastic calculus for discrete-time proceses
scientific article; zbMATH DE number 5804536