This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
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