GEOMETRIC ANALYSIS OF CONDITIONAL-INDEPENDENCE ON WIENER SPACE

• 成果类型: Article
• 署名作者: NUALART, D; USTUNEL, AS
• 署名单位: Institut Polytechnique de Paris; ENSTA Paris
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/BF01199786
• 发表日期: 1991
• 页码: 407-422
• 关键词: malliavin calculus

摘要

In this paper we study the conditional independence of sigma-fields on the Wiener space using the tools of the Stochastic Calculus of Variations. Particular emphasis is given to the relation between the splitting of the (random) tangent spaces associated to the sigma-fields and the conditional independence.