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Geometric analysis of conditional independence on Wiener space
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  • Published: December 1991

Geometric analysis of conditional independence on Wiener space

  • D. Nualart1 &
  • A. S. Ustunel2 

Probability Theory and Related Fields volume 89, pages 407–422 (1991)Cite this article

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  • 3 Citations

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Summary

In this paper we study the conditional independence of sigma-fields on the Wiener space using the tools of the Stochastic Calculus of Variations. Particular emphasis is given to the relation between the splitting of the (random) tangent spaces associated to the sigma-fields and the conditional independence.

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References

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Author information

Authors and Affiliations

  1. Facultat de Matemàtiques, Universitat de Barcelona, Gran Via 585, E-08007, Barcelona, Spain

    D. Nualart

  2. Départment Réseaux, ENST, 46, rue Barrault, F-75634, Paris, France

    A. S. Ustunel

Authors
  1. D. Nualart
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  2. A. S. Ustunel
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Additional information

Partially supported by the CICYT grant no PB86-0238

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Cite this article

Nualart, D., Ustunel, A.S. Geometric analysis of conditional independence on Wiener space. Probab. Th. Rel. Fields 89, 407–422 (1991). https://doi.org/10.1007/BF01199786

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  • Received: 29 September 1988

  • Revised: 01 March 1991

  • Issue Date: December 1991

  • DOI: https://doi.org/10.1007/BF01199786

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Keywords

  • Stochastic Process
  • Probability Theory
  • Mathematical Biology
  • Tangent Space
  • Conditional Independence
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