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Developpement des distributions suivant les chaos de wiener et applications a l'analyse stochastique

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1247)

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References

  1. P.A.Meyer et J.A.Yan, A propos des distributions sur l'espace de Wiener. dans ce volume

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  2. B. Gaveau et P. Trauber, L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel, J.Funct.Anal. Vol.46, 230–238 (1982).

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  3. J.M.C. Clark, The Representation of Functionals of Brownian Motion by Stochastic Integrals, Ann.Math.Stat. 41(1970), p.1281–1295; 42(1971), p.1778.

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  4. A.S.Ustunel, Representation of the distributions on Wiener space and stochastic calculus of variation, Preprint

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© 1987 Springer-Verlag

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Yan, J.A. (1987). Developpement des distributions suivant les chaos de wiener et applications a l'analyse stochastique. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXI. Lecture Notes in Mathematics, vol 1247. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077626

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  • DOI: https://doi.org/10.1007/BFb0077626

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  • Print ISBN: 978-3-540-17768-5

  • Online ISBN: 978-3-540-47814-0

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