Homogeneous chaos revisited
Séminaire de probabilités de Strasbourg (1987)
- Volume: 21, page 1-7
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topStroock, Daniel W.. "Homogeneous chaos revisited." Séminaire de probabilités de Strasbourg 21 (1987): 1-7. <http://eudml.org/doc/113591>.
@article{Stroock1987,
author = {Stroock, Daniel W.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {homogeneous chaos; Wiener-Itô expansions; Malliavin calculus},
language = {fre},
pages = {1-7},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Homogeneous chaos revisited},
url = {http://eudml.org/doc/113591},
volume = {21},
year = {1987},
}
TY - JOUR
AU - Stroock, Daniel W.
TI - Homogeneous chaos revisited
JO - Séminaire de probabilités de Strasbourg
PY - 1987
PB - Springer - Lecture Notes in Mathematics
VL - 21
SP - 1
EP - 7
LA - fre
KW - homogeneous chaos; Wiener-Itô expansions; Malliavin calculus
UR - http://eudml.org/doc/113591
ER -
References
top- [1] Cameron, R.H.and Martin, W.T., "Transformation of Wiener integrals under translations , "Ann. Math.45 (1944), pp. 386-396. Zbl0063.00696MR10346
- [2] Itô, K., "Multiple Wiener integral , "J. Math. Soc. Japan3(1951), pp. 157-164. Zbl0044.12202MR44064
- [3] Kree, M. and Kree P., "Continuité de la divergence dans les espaces de Sobolev relatif à l'espace de Wiener , "Comptes rendus, 296 série I (1983), pp. 833-836. Zbl0531.46034MR712752
- [4] Malliavin, P., "Calcul de variations, integrates stochastiques et complexes de Rham sur l'espace de Wiener , "Comptes rendus, 299, série I (1984), pp. 347-350. Zbl0568.60058MR761263
- [5] McKean, H.P., "Geometry of differential space , "Ann. Prob., Vol. 1, No. 2 (1973), pp. 197-206. Zbl0263.60035MR353471
- [6] Wiener, N., "The Homogeneous Chaos , "Am J. Math., Vol. 60 (1930), pp. 897-936. Zbl0019.35406JFM64.0887.02
Citations in EuDML Documents
top- David Nualart, Une remarque sur le développement en chaos d'une diffusion
- Giovanni Peccati, A representation result for time-space brownian chaos
- Pierre Bernard, David Nualart, Régularité des noyaux de Wiener d’une diffusion
- A. Dermoune, Distributions sur l'espace de P. Lévy et calcul stochastique
- Michel Ledoux, A note on large deviations for Wiener chaos
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