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Volumn 143, Issue 1, 1997, Pages 10-32

The construction of filtrations on abstract Wiener space

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Indexed keywords


EID: 0030704016     PISSN: 00221236     EISSN: None     Source Type: Journal    
DOI: 10.1006/jfan.1996.2973     Document Type: Article
Times cited : (20)

References (11)
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    • Brodskii, M.S.1
  • 2
    • 0011028598 scopus 로고
    • The multiplicity of an increasing family of σ-fields
    • 2. M. H. A. Davis and P. Varaiya, The multiplicity of an increasing family of σ-fields, Ann. Probab. 2 (1974), 958-963.
    • (1974) Ann. Probab. , vol.2 , pp. 958-963
    • Davis, M.H.A.1    Varaiya, P.2
  • 3
    • 0003240336 scopus 로고
    • Theory and applications of volterra operators in hilbert space
    • Amer. Math. Soc., Providence
    • 3. I. C. Gohberg and Krein, "Theory and Applications of Volterra Operators in Hilbert Space," Transl. Math. Monographs, Vol. 24, Amer. Math. Soc., Providence, 1970.
    • (1970) Transl. Math. Monographs , vol.24
    • Gohberg, I.C.1    Krein2
  • 5
    • 84972538901 scopus 로고
    • On square integrable martingales
    • 5. H. Kunita and S. Watanabe, On square integrable martingales, Nagoya Math J. 30 (1967), 209-245.
    • (1967) Nagoya Math J. , vol.30 , pp. 209-245
    • Kunita, H.1    Watanabe, S.2
  • 6
    • 0003225841 scopus 로고
    • Gaussian measures on banach spaces
    • Springer-Verlag, Berlin/New York
    • 6. H. H. Kuo, "Gaussian Measures on Banach Spaces," Lecture Notes in Math., Vol. 643, Springer-Verlag, Berlin/New York, 1975.
    • (1975) Lecture Notes in Math. , vol.643
    • Kuo, H.H.1
  • 7
    • 0001131909 scopus 로고
    • Generalized integrals and the Malliavin calculus
    • 7. D. Nualart and M. Zakai, Generalized integrals and the Malliavin calculus, Probab. Theory Related Fields 73 (1986), 255-280.
    • (1986) Probab. Theory Related Fields , vol.73 , pp. 255-280
    • Nualart, D.1    Zakai, M.2
  • 8
    • 0000604155 scopus 로고
    • Construction du calcul stochastique sur un espace de Wiener abstrait
    • 8. A. S. Üstünel, Construction du calcul stochastique sur un espace de Wiener abstrait, C.R. Acad. Sci. Paris, Ser. I 305 (1987), 279-282.
    • (1987) C.r. Acad. Sci. Paris, Ser. I , vol.305 , pp. 279-282
    • Üstünel, A.S.1
  • 10
    • 27944504999 scopus 로고
    • Un traitement unifié de représentation des fonctionnels de Wiener
    • Lect. Notes in Math., Springer-Verlag, New York
    • 10. L. M. Wu, Un traitement unifié de représentation des fonctionnels de Wiener, in "Sem. Probab.," Vol. 24, pp. 166-187, Lect. Notes in Math., Springer-Verlag, New York, 1990.
    • (1990) Sem. Probab. , vol.24 , pp. 166-187
    • Wu, L.M.1
  • 11
    • 0010956512 scopus 로고
    • When does the Ramer formula look like the Girsanov formula?
    • 11. M. Zakai and O. Zeitouni, When does the Ramer formula look like the Girsanov formula? Ann. Probab. 20 (1992), 1436-1440.
    • (1992) Ann. Probab. , vol.20 , pp. 1436-1440
    • Zakai, M.1    Zeitouni, O.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.