The partial Malliavin calculus

David Nualart; Moshe Zakai

Séminaire de probabilités de Strasbourg (1989)

  • Volume: 23, page 362-381

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Nualart, David, and Zakai, Moshe. "The partial Malliavin calculus." Séminaire de probabilités de Strasbourg 23 (1989): 362-381. <http://eudml.org/doc/113687>.

@article{Nualart1989,
author = {Nualart, David, Zakai, Moshe},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {partial Malliavin calculus; existence of conditional densities in the filtering problem},
language = {fre},
pages = {362-381},
publisher = {Springer - Lecture Notes in Mathematics},
title = {The partial Malliavin calculus},
url = {http://eudml.org/doc/113687},
volume = {23},
year = {1989},
}

TY - JOUR
AU - Nualart, David
AU - Zakai, Moshe
TI - The partial Malliavin calculus
JO - Séminaire de probabilités de Strasbourg
PY - 1989
PB - Springer - Lecture Notes in Mathematics
VL - 23
SP - 362
EP - 381
LA - fre
KW - partial Malliavin calculus; existence of conditional densities in the filtering problem
UR - http://eudml.org/doc/113687
ER -

References

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  1. [1] D. Bakry: "Transformations de Riesz pour les semigroupes symétriques I, II". Lecture Notes in Math.1123, 130-174 (1983/84). Zbl0561.42011MR889472
  2. [2] J.M. Bismut and D. Michel: "Diffusions conditionnelles, I. Hypoellipticité partielle". J. Funct. Anal., 44,147-211 (1981). Zbl0475.60061MR642916
  3. [3] N. Bouleau et F. Hirsch: "Propiètés d'absolue continuité dans les espaces de Dirichlet et applications aux équations diffèrentielles stochastiques". Lecture Notes in Math. 1204, 131-161 (1984/85). Zbl0642.60044MR942020
  4. [4] N. Ikeda, I. Shigekawa and S. Taniguchi: "The Malliavin calculus and long time asymptotics of certain Wiener integrals". Proc. Center for Math. Analysis, Australian National Univ., 9, (1985). Zbl0573.60055MR825515
  5. [5] N. Ikeda and S. Watanabe: "An introduction to Malliavin's calculus". Proc. Taniguchi Intern. Symp. on Stochastic Analysis, Katata and Kyoto, 1982, Kinskuniya/North-Holland, 1984. Zbl0546.60055MR780752
  6. [6] S. Kusuoka and D.W. Stroock: "The partial Malliavin calculus and its applications to nonlinear filtering". Stochastics, 12, 83-142 (1984). Zbl0567.60046MR747781
  7. [7] P. Malliavin: "Stochastic calculus of variations and hypoelliptic operators". In: Ito K. (ed.). Proc. Int. Symp. Stoch. Diff. Eq. Kyoto 1976, pp. 195-263. Tokyo: Kinskuniya-Wiley (1978). Zbl0411.60060
  8. [8] P. Malliavin: "Sur certaines intégrales stochastiques oscillantes". C.R. Acad. Sci., Paris, 295, 295-300 (1982). Zbl0526.60050MR681601
  9. [9] P.A. Meyer: "Transformation de Riesz pour les lois gaussiennes". Lecture Notes in Math.1059, 179-193 (1984). Zbl0543.60078MR770960
  10. [10] D. Nualart and M. Zakai: "Generalized stochastic integrals and the Malliavin calculus". Probab. Th. Rel. Fields73, 255-280 (1986). Zbl0601.60053MR855226
  11. [11] S. Watanabe: "Stochastic differential equations and Malliavin calculus". Tata Institute of Fundamental Research. Springer-Verlag, Berlin1984. Zbl0546.60054MR287612
  12. [12] M. Zakai: "The Malliavin calculus". Acta Applicandae Math.3,175-207 (1985). Zbl0553.60053MR781585

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