Construction de l'opérateur de Malliavin sur l'espace de Poisson

Li-Ming Wu

Séminaire de probabilités de Strasbourg (1987)

  • Volume: 21, page 100-113

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Wu, Li-Ming. "Construction de l'opérateur de Malliavin sur l'espace de Poisson." Séminaire de probabilités de Strasbourg 21 (1987): 100-113. <http://eudml.org/doc/113585>.

@article{Wu1987,
author = {Wu, Li-Ming},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {symmetric diffusion semigroup; Malliavin operator; Malliavin calculus of variations for processes with jumps},
language = {fre},
pages = {100-113},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Construction de l'opérateur de Malliavin sur l'espace de Poisson},
url = {http://eudml.org/doc/113585},
volume = {21},
year = {1987},
}

TY - JOUR
AU - Wu, Li-Ming
TI - Construction de l'opérateur de Malliavin sur l'espace de Poisson
JO - Séminaire de probabilités de Strasbourg
PY - 1987
PB - Springer - Lecture Notes in Mathematics
VL - 21
SP - 100
EP - 113
LA - fre
KW - symmetric diffusion semigroup; Malliavin operator; Malliavin calculus of variations for processes with jumps
UR - http://eudml.org/doc/113585
ER -

References

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  1. [1] K. Bichteler, J.B. Gravereaux, J. Jacod : Malliavin Calculus for processes with jumps. A paraître Zbl0706.60057
  2. [2] J.M. Bismut : Calcul des variations stochastique et processus de sauts. Z. für. Wahr.56, 469-505, 1981. Zbl0445.60049MR647682
  3. [3] K. Itô : Spectral type of shifts transformations of differential process with stationary increments. Trans. Amer. Math. Soc.81 (1956), p. Zbl0073.35303MR77017
  4. [4] P.A. Meyer : Elements de probabilités quantiques. Exposés I à V, Sém. de Proba. XX, Lecture Notes in Math.1204, Springer1986. Zbl0604.60001MR942022
  5. [5] E. Nelson : The free Markoff field. J. Funct. Anal.1 Zbl0273.60079MR343816
  6. [6] J. Neveu : Processus Ponctuels. Ecole d'Eté de Saint-Flour VI-1976, Lecture Notes in Math.598, Springer1977. Zbl0439.60044MR474493
  7. [7] J. RUIZ de CHAVEZ : Espaces de Fock pour les processus de Wiener et de Poisson. Sém. de Proba. XIX, Lecture Notes in Math.1123, Springer1983/1984. Zbl0563.60040MR889481
  8. [8] B. Simon : The P(φ)2 Euclidean Quantum Field Theory. Princeton University Press (1974). Zbl1175.81146MR489552
  9. [9] D. Stroock : The Malliavin Calculus, a Functional Analytic Approch. J. Funct. Anal.44, 1981, p. 212-258. Zbl0475.60060MR642917
  10. [10] D. Surgaïlis : On multiple Poisson stochastic integrals and associated Markov semi-groups. Probability and Math. Stat.3, 1984, 217-239. Zbl0548.60058MR764148
  11. [11] D. Surgaïlis : On Poisson Multiple stochastic integrals and associated equilibrium Markov processes. In : Theory and Appl. of Random Fields, Lect. Notes in Control and Inform. Sci.49, 1983, 233-248 (Bangalore). Zbl0511.60047MR799947
  12. [12] P.A. Meyer : Processus de Markov. Lecture Notes in Math.26, Springer1967. Zbl0189.51403MR219136

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