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Stochastic Analysis on Wiener Spaces

  • Paul Malliavin
Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 313)

Abstract

The Ornstein-Uhlenbeck (OU) flow on a finite-dimensional Gaussian space — Lifting the OU flow to an abstract Wiener space, its axiomatic definition — Representation of the OU flow on the probability space of Brownian motion — Itô calculus of variations along the OU flow — Equilibrium processes and regularity of law.

Keywords

Brownian Motion Probability Space Stochastic Analysis Differential Calculus Equilibrium Process 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Paul Malliavin

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