Stochastic Analysis

Horst Osswald ()
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Horst Osswald: Mathematisches Institut der Universität München

Chapter Chapter 7 in Nonstandard Analysis for the Working Mathematician, 2015, pp 233-319 from Springer

Abstract: Abstract In this chapter we apply the Saturation Principle to the profound mathematical theory of stochastic analysis and Malliavin Calculus for one-dimensional symmetric Poisson processes and for Brownian motion with values in Banach spaces, more precisely, with values in abstract Wiener spaces.

Keywords: Malliavin Calculus; Abstract Wiener Space; Skorokhod Integral; Malliavin Derivative; Clark-Ocone Formula (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-017-7327-0_7

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DOI: 10.1007/978-94-017-7327-0_7

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