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Volumn 136, Issue 1, 1996, Pages 154-170

Some exponential moment inequalities for the Wiener functionals

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[No Author keywords available]

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EID: 0030600692     PISSN: 00221236     EISSN: None     Source Type: Journal    
DOI: 10.1006/jfan.1996.0025     Document Type: Article
Times cited : (5)

References (13)
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    • Bouleau, N.1    Hirsch, F.2
  • 2
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    • 0001625316 scopus 로고
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    • 4. K. KUSUOKA, Analysis on Wiener spaces. I. Nonlinear maps, J. Funct. Anal. 98 (1991), 122-168.
    • (1991) J. Funct. Anal. , vol.98 , pp. 122-168
    • Kusuoka, K.1
  • 5
    • 0000071236 scopus 로고
    • Integration on loop groups I. Quasi-invariant measures
    • 5. M.-P. MALLIAVIN AND P. MALLIAVIN, Integration on loop groups I. Quasi-invariant measures, J. Funct. Anal. 93 (1990), 207-237.
    • (1990) J. Funct. Anal. , vol.93 , pp. 207-237
    • Malliavin, M.-P.1    Malliavin, P.2
  • 6
    • 85027207602 scopus 로고
    • Mesures cylindriques et distributions sur l'espace de Wiener
    • (G. Da Prato and L. Tubaro, Eds.), Lecture Notes in Mathematics, Springer-Verlag, Berlin/New York
    • 6. D. NUALART AND A. S. ÜSTÜNEL, Mesures cylindriques et distributions sur l'espace de Wiener, in "Proceedings of Trento on SPDE" (G. Da Prato and L. Tubaro, Eds.), pp. 186-191, Lecture Notes in Mathematics, Vol. 1390, Springer-Verlag, Berlin/New York, 1989.
    • (1989) Proceedings of Trento on SPDE , vol.1390 , pp. 186-191
    • Nualart, D.1    Üstünel, A.S.2
  • 7
    • 0001357908 scopus 로고
    • Probabilistic methods in the geometry of Banach spaces
    • Lecture Notes in Mathematics, Springer-Verlag, New York
    • 7. G. PISIER, Probabilistic methods in the geometry of Banach spaces, in "Probability and Analysis," pp. 167-241, Lecture Notes in Mathematics, Vol. 1206, Springer-Verlag, New York, 1986.
    • (1986) Probability and Analysis , vol.1206 , pp. 167-241
    • Pisier, G.1
  • 9
    • 0011420944 scopus 로고
    • Intégrabilité exponentielle de fonctionnelles de Wiener
    • 9. A. S. ÜSTÜNEL, Intégrabilité exponentielle de fonctionnelles de Wiener, C.R. Acad. Sci. Paris Ser. I Math. 315 (1992), 279-282.
    • (1992) C.R. Acad. Sci. Paris Ser. I Math. , vol.315 , pp. 279-282
    • Üstünel, A.S.1
  • 10
    • 0011498649 scopus 로고
    • Exponential tightness of Wiener functionals
    • (Proceedings of the Fourth Oslo-Silivri Workshop on Stochastic Analysis) (T. Lindstrøm, B. Øksendal, and A. S. Üstünel, Eds.), Stochastic Monographs, Gordon and Breach, London
    • 10. A. S. ÜSTÜNEL, Exponential tightness of Wiener functionals, "Stochastic Analysis and Related Topics" (Proceedings of the Fourth Oslo-Silivri Workshop on Stochastic Analysis) (T. Lindstrøm, B. Øksendal, and A. S. Üstünel, Eds.), pp. 265-274, Stochastic Monographs, Vol. 8, Gordon and Breach, London, 1993.
    • (1993) Stochastic Analysis and Related Topics , vol.8 , pp. 265-274
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  • 11
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    • Transformations of Wiener measure under anticipative flows
    • 11. A. S. ÜSTÜNEL AND M. ZAKAI, Transformations of Wiener measure under anticipative flows, J. Probab. Theory Relat. Fields 93 (1992), 91-136.
    • (1992) J. Probab. Theory Relat. Fields , vol.93 , pp. 91-136
    • Üstünel, A.S.1    Zakai, M.2
  • 12
    • 0010996577 scopus 로고
    • Applications of the degree theorem to absolute continuity on Wiener space
    • 12. A. S. ÜSTÜNEL AND M. ZAKAI, Applications of the degree theorem to absolute continuity on Wiener space, Probab. Theory Relat. Fields 95 (1993), 509-520.
    • (1993) Probab. Theory Relat. Fields , vol.95 , pp. 509-520
    • Üstünel, A.S.1    Zakai, M.2
  • 13
    • 0011421922 scopus 로고
    • Donsker's δ-function in the Malliavin calculus
    • Academic Press, San Diego, CA
    • 13. S. WATANABE, Donsker's δ-function in the Malliavin calculus, in "Stochastic Analysis, Liber Amicorum for Moshe Zakai," pp. 495-502, Academic Press, San Diego, CA, 1991.
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    • Watanabe, S.1


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