Stochastic analysis

Malliavin, P. (1997). Stochastic analysis. Springer.

Type

Book chapter

Intellectual base

Review or monograph

Year

1997

DOI

10.1007/978-3-642-15074-6

Link

https://doi.org/10.1007/978-3-642-15074-6

Cited by

1 citation across 1 artifact.

Domain-specific

• Gaussian probability space
  • Irreducibility requires the Gaussian variables to generate the full sigma-algebra, while abstract and classical Wiener spaces supply related but not identical constructions.

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:944931120ca7 · see in the full table