Representation of the distributions on Wiener space and stochastic calculus of variations

Ali Süleyman Üstünel

doi:10.1016/0022-1236(87)90127-3

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Representation of the distributions on Wiener space and stochastic calculus of variations

Ali Süleyman Üstünel

Year: 1987 Journal: Journal of Functional Analysis Vol: 70 (1)Pages: 126-139 Publisher: Elsevier BV

DOI: 10.1016/0022-1236(87)90127-3

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Keywords:

Integral representation theorem for classical Wiener space Classical Wiener space Mathematics Scalar (mathematics) Stochastic integral Representation (politics) Pure mathematics Wiener process Algebra over a field Mathematical analysis Functional integration Stochastic differential equation Integral equation Geometry

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Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Mathematical Analysis and Transform Methods

Physical Sciences → Mathematics → Applied Mathematics

advanced mathematical theories

Physical Sciences → Mathematics → Mathematical Physics

Representation of the distributions on Wiener space and stochastic calculus of variations

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