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White Noise Stochastic Integrals as Divergences

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

Abstract

Gaussian probability space over an L2 space — Construction of Seg (L2(Г)) by Wiener-Itô multiple integrals — Fock space, naturality of Wiener — Itô multiple integrals — Stroock-Taylor formula — Nualart-Pardoux construction of the Skorokhod stochastic integral — The Gaveau-Trauber theorem identifying the Skorokhod integral with a divergence — Energy estimate for the Skorokhod integral — Existence of traces and of Stratonovich integrals.

Keywords

Probability Space Multiple Integral Stochastic Integral Gaussian Variable Surjective Isometry 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Paul Malliavin

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