60 Probability theory and stochastic processes
60Hxx Stochastic analysis
60H07 Stochastic calculus of variations and the Malliavin calculus (5 articles)
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Nguyen, Tien Dung:
Gaussian density estimates for the solution of singular stochastic Riccati equations.
(English).
Applications of Mathematics,
vol. 61
(2016),
issue 5,
pp. 515-526
-
de Andrade, Alexandre; Ruffino, Paulo R. C.:
Wiener integral in the space of sequences of real numbers.
(English).
Archivum Mathematicum,
vol. 36
(2000),
issue 2,
pp. 95-101
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Bogachev, V. I.:
Remarks on integration by parts in infinite dimension.
(English).
Acta Universitatis Carolinae. Mathematica et Physica,
vol. 34
(1993),
issue 2,
pp. 11-29
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Bogachev, V. I.:
Smooth measures, the Malliavin calculus and approximations in infinitedimensional spaces.
(English).
Acta Universitatis Carolinae. Mathematica et Physica,
vol. 31
(1990),
issue 2,
pp. 9-23
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Bogachev, V. I.:
Differential properties of measures on infinite dimensional spaces and the Malliavin calculus.
(English).
Acta Universitatis Carolinae. Mathematica et Physica,
vol. 30
(1989),
issue 2,
pp. 9-30