Stochastic Analysis on Wiener Spaces

  • Paul Malliavin
Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 313)


The Ornstein-Uhlenbeck (OU) flow on a finite-dimensional Gaussian space — Lifting the OU flow to an abstract Wiener space, its axiomatic definition — Representation of the OU flow on the probability space of Brownian motion — Itô calculus of variations along the OU flow — Equilibrium processes and regularity of law.


Brownian Motion Probability Space Stochastic Analysis Differential Calculus Equilibrium Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Paul Malliavin

There are no affiliations available

Personalised recommendations