Stochastic Analysis on Wiener Spaces
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.
KeywordsBrownian Motion Probability Space Stochastic Analysis Differential Calculus Equilibrium Process
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