The partial Malliavin calculus
Nualart, David ; Zakai, Moshe
Séminaire de probabilités de Strasbourg, Tome 23 (1989), p. 362-381 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU) 
@article{SPS_1989__23__362_0,
     author = {Nualart, David and Zakai, Moshe},
     title = {The partial Malliavin calculus},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {23},
     year = {1989},
     pages = {362-381},
     mrnumber = {1022924},
     zbl = {0738.60055},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SPS_1989__23__362_0}
}

Nualart, David; Zakai, Moshe. The partial Malliavin calculus. Séminaire de probabilités de Strasbourg, Tome 23 (1989) pp. 362-381. http://gdmltest.u-ga.fr/item/SPS_1989__23__362_0/

[1] D. Bakry: "Transformations de Riesz pour les semigroupes symétriques I, II". Lecture Notes in Math. 1123, 130-174 (1983/84). | Numdam | Numdam | MR 889472 | Zbl 0561.42011

[2] J.M. Bismut and D. Michel: "Diffusions conditionnelles, I. Hypoellipticité partielle". J. Funct. Anal., 44,147-211 (1981). | MR 642916 | Zbl 0475.60061

[3] N. Bouleau et F. Hirsch: "Propiètés d'absolue continuité dans les espaces de Dirichlet et applications aux équations diffèrentielles stochastiques". Lecture Notes in Math. 1204, 131-161 (1984/85). | Numdam | MR 942020 | Zbl 0642.60044

[4] N. Ikeda, I. Shigekawa and S. Taniguchi: "The Malliavin calculus and long time asymptotics of certain Wiener integrals". Proc. Center for Math. Analysis, Australian National Univ., 9, (1985). | MR 825515 | Zbl 0573.60055

[5] N. Ikeda and S. Watanabe: "An introduction to Malliavin's calculus". Proc. Taniguchi Intern. Symp. on Stochastic Analysis, Katata and Kyoto, 1982, Kinskuniya/North-Holland, 1984. | MR 780752 | Zbl 0546.60055

[6] S. Kusuoka and D.W. Stroock: "The partial Malliavin calculus and its applications to nonlinear filtering". Stochastics, 12, 83-142 (1984). | MR 747781 | Zbl 0567.60046

[7] P. Malliavin: "Stochastic calculus of variations and hypoelliptic operators". In: Ito K. (ed.). Proc. Int. Symp. Stoch. Diff. Eq. Kyoto 1976, pp. 195-263. Tokyo: Kinskuniya-Wiley (1978). | Zbl 0411.60060

[8] P. Malliavin: "Sur certaines intégrales stochastiques oscillantes". C.R. Acad. Sci., Paris, 295, 295-300 (1982). | MR 681601 | Zbl 0526.60050

[9] P.A. Meyer: "Transformation de Riesz pour les lois gaussiennes". Lecture Notes in Math. 1059, 179-193 (1984). | Numdam | MR 770960 | Zbl 0543.60078

[10] D. Nualart and M. Zakai: "Generalized stochastic integrals and the Malliavin calculus". Probab. Th. Rel. Fields 73, 255-280 (1986). | MR 855226 | Zbl 0601.60053

[11] S. Watanabe: "Stochastic differential equations and Malliavin calculus". Tata Institute of Fundamental Research. Springer-Verlag, Berlin 1984. | MR 287612 | Zbl 0546.60054

[12] M. Zakai: "The Malliavin calculus". Acta Applicandae Math. 3,175-207 (1985). | MR 781585 | Zbl 0553.60053