Summary
In this work we study sigma fields and their tangent spaces on the Wiener space which are invariant in some sense with respect to the basic operators of the Malliavin Calculus.
References
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Nualart, D., Ustunel, A.S. & Zakai, M. Some relations among classes of σ-fields on Wiener space. Probab. Th. Rel. Fields 85, 119–129 (1990). https://doi.org/10.1007/BF01377633
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DOI: https://doi.org/10.1007/BF01377633
Keywords
- Stochastic Process
- Probability Theory
- Mathematical Biology
- Tangent Space
- Basic Operator