Stochastic Calculus of Variation for Wiener Functionals

Zhiyuan Huang; Jia-an Yan

doi:10.1007/978-94-011-4108-6_3

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Stochastic Calculus of Variation for Wiener Functionals

Zhiyuan Huang Jia-an Yan

Year: 2000 Pages: 113-160

DOI: 10.1007/978-94-011-4108-6_3

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Keywords:

Malliavin calculus Integral representation theorem for classical Wiener space Mathematics Stochastic calculus Stochastic partial differential equation Stochastic differential equation Partial derivative Quantum stochastic calculus Classical Wiener space Probabilistic logic Differential calculus Calculus (dental) Time-scale calculus Wiener process Applied mathematics Partial differential equation Mathematical analysis Functional integration Multivariable calculus Integral equation Physics

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advanced mathematical theories

Physical Sciences → Mathematics → Mathematical Physics

Algebraic and Geometric Analysis

Physical Sciences → Mathematics → Applied Mathematics

Advanced Mathematical Modeling in Engineering

Physical Sciences → Computer Science → Computational Theory and Mathematics

Stochastic Calculus of Variation for Wiener Functionals

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