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Some remarks on independence and conditioning on Wiener space

Part of the Lecture Notes in Mathematics book series (LNM,volume 1444)

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References

  1. Nualart, D., Noncausal stochastic integrals and calculus. In Proceedings of the Silivri Workshop. Lecture Notes in Math. 1316, pp. 80–129, 1988.

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  2. Nualart, D., Ustunel, A.S. and Zakai, M.: On the moments of a multiple Wiener-Ito integral and the space induced by polynomials of the integral. Stochastics, Vol. 25, pp. 233–240, 1988.

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  3. Shigakawa, I.: Derivatives of Wiener functionals and absolute continuity of induced measures. J. Math. Kyoto Univ., 20–2, 263–289, 1980.

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  4. Ustunel, A.S. and Zakai, M.: On independence and conditioning on Wiener space, Annals of Probability, Vol. 17, pp. 1441–1453, 1989.

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  5. Ustunel, A.S. and Zakai, M.: On the structure of independence on Wiener space, J. of Functional Analysis, 1990.

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© 1990 Springer-Verlag

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Nualart, D., Ustunel, A.S., Zakai, M. (1990). Some remarks on independence and conditioning on Wiener space. In: Korezlioglu, H., Ustunel, A.S. (eds) Stochastic Analysis and Related Topics II. Lecture Notes in Mathematics, vol 1444. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083612

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  • DOI: https://doi.org/10.1007/BFb0083612

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