Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
C. Dellacherie et P.A. Meyer:Probabilites et Potentiel,Chapitres V–VIII. Hermann,Paris 1980.
B. Gaveau and P. Trauber:"l'Intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel".J.F.A.Vol.46,p.230(1982).
P. Krée:"Continuité de la divergence dans les espaces de Sobolev relatifs à l'espace de Wiener".CRAS,t.296,p.833(1983).
H-H.Kuo:Gaussian Measures on Banach Spaces.L.N.in Math.Vol.463. Springer,1975.
P.Malliavin:"Stochastic calculus of variations and hypoelliptic operators". In Proceedings of Kyoto on SDE,1976,p.195.Wiley,1978.
D.Nualart and M.Zakai:"Generalized stochastic integrals and the Malliavin calculus".Preprint.
A.V. Skorohod:"On a generalization of a stochastic integral".Th.of Prob. and Appl.Vol.20,p.219(1975)
A.S. Ustunel:"Une extension du calcul d'Itô via le calcul des variations stochastiques".CRAS,t.300,p.277(1985).
A.S.Ustunel:"Extension of Itô's Calculus via Malliavin's Calculus". Preprint.
A.S.Ustunel:"Representation of the distributions on the Wiener space". To appear in J.F.A.
S. Watanabe:Stochastic Differential Equations and Malliavin Calculus. Tata Inst.of Fund.Research,Bombay,1984.
U.G. Hausmann and E. Pardoux:"Time reversal of diffusion processes".L.N.in Control and Inf.Sci.Vol.69,p.176.Springer 1984.
A.S. Ustunel:"A characterization of semimartingales on nuclear spaces". Z.f.W.60,p.21(1982).
A.S.Ustunel:"Stochastic analysis on nuclear spaces".In Stochastic Space-Time Models and Limit Theorems,Ed.L.Arnold and P.Kotelenez,p.163. Reidel,1985.
R.F.Bass:"Occupation times of d-dimensional semimartingales". In Seminars on Stochastic Processes, p.51.Birkhauser,1983.
H. Föllmer:"An entropy approach to the time reversal of diffusion processes".L.N.in Control and Inf.Sci.Vol.69,p.156.Springer, 1984.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1987 Springer-Verlag
About this paper
Cite this paper
Ustunel, A.S. (1987). Some applications of the Malliavin calculus to stochastic analysis. In: Da Prato, G., Tubaro, L. (eds) Stochastic Partial Differential Equations and Applications. Lecture Notes in Mathematics, vol 1236. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0072893
Download citation
DOI: https://doi.org/10.1007/BFb0072893
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-17211-6
Online ISBN: 978-3-540-47408-1
eBook Packages: Springer Book Archive