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Stochastic Analysis pp 50–72Cite as

Malliavin calculus on a segal space

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Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1322))

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References

  1. P.Malliavin: Stochastic calculus of variation and hypoelliptic operators, Proc. Int. Symp. on Stochastic Diferential equations, Kyoto (1976), Kinokuniya, 195–263.

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  2. S.Watanabe: Lectures on stochastic differential equations, Tata Institute Lecture Note 73 (1984).

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  3. K.Itô: Malliavin's C∞ functionals of a centered Gaussian system. IMA preprint Series, Univ. of Minnesota, No. 327 (1987).

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Authors and Affiliations

  1. Research Institute for Mathematical Sciences, Kyoto University, 606, Kyoto, Japan

    Kiyosi Itô

Authors
  1. Kiyosi Itô
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Michel Métivier Shinzo Watanabe

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© 1988 Springer-Verlag

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Itô, K. (1988). Malliavin calculus on a segal space. In: Métivier, M., Watanabe, S. (eds) Stochastic Analysis. Lecture Notes in Mathematics, vol 1322. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077866

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  • DOI: https://doi.org/10.1007/BFb0077866

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-19352-4

  • Online ISBN: 978-3-540-39232-3

  • eBook Packages: Springer Book Archive

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