Malliavin calculus for two-parameter processes

D. Nualart; M. Sanz

Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications (1985)

  • Volume: 85, Issue: 3, page 73-86
  • ISSN: 0246-1501

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Nualart, D., and Sanz, M.. "Malliavin calculus for two-parameter processes." Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications 85.3 (1985): 73-86. <http://eudml.org/doc/80619>.

@article{Nualart1985,
author = {Nualart, D., Sanz, M.},
journal = {Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications},
keywords = {two-parameter Wiener sheet; Malliavin calculus},
language = {eng},
number = {3},
pages = {73-86},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Malliavin calculus for two-parameter processes},
url = {http://eudml.org/doc/80619},
volume = {85},
year = {1985},
}

TY - JOUR
AU - Nualart, D.
AU - Sanz, M.
TI - Malliavin calculus for two-parameter processes
JO - Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
PY - 1985
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 85
IS - 3
SP - 73
EP - 86
LA - eng
KW - two-parameter Wiener sheet; Malliavin calculus
UR - http://eudml.org/doc/80619
ER -

References

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  1. [1]. Bismut, J.M. (1981). Martingales, the Malliavin Calculus and hypoellipticity under general Hörmander's conditions. Z. Wahrsch. verw. Gebiete, pp 469-505. Zbl0445.60049MR621660
  2. [2]. Cairoli, R. (1972). Sur une équation différentielle stochastique. CRAS274, pp 1739-1742. Zbl0244.60045MR301796
  3. [3]. Cairoli, R. and Walsh, J.B. (1975). Stochastic integrals in the plane. Acta Math.134, pp 111-183. Zbl0334.60026MR420845
  4. [4]. Hajek, B. (1982). Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus. Ann. Probability10, pp. 451-463. Zbl0478.60069MR647516
  5. [5]. Ikeda, N. and Watanabe, S. (1981). Stochastic differential equations and diffusion processes. Amsterdam-Oxford- New York: North-Holland and Tokyo: Kodansha. Zbl0495.60005MR637061
  6. [6]. Malliavin, P. (1978). Stochastic Calculus of variations and hypoelliptic operators. Proceedings of the International Conference on Stoch. differential equations of Kyoto 1976, pp. 195-263Tokyo: Kimokuniya and New York: Wiley. Zbl0411.60060MR536013
  7. [7]. Nualart, D. and Sanz, M. (1984). Malliavin Calculus for two-parameter Wiener functionals. Preprint. Zbl0595.60065MR807338
  8. [8]. Shigekawa, I. (1980). Derivatives of Wiener functionals and absolute continuity of induced measures. J. Math. Kyoto Univ.20-2 pp. 263-289. Zbl0476.28008MR582167
  9. [9]. Stroock, D. (1981). The Malliavin Calculus, a functional analytic approach. Journal of Functional Analysis44, pp.212-257. Zbl0475.60060MR642917
  10. [10]. Wong, E. and Zakai, M. (1978). Differentiation formulas for stochastic integrals in the plane. Stochastic Processes and their Applications6, pp. 339-349. Zbl0372.60078MR651571

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