A class of anticipative tangent processes on the Wiener space

Authors
Cruzeiro, AB Malliavin, P
Citation
Ab. Cruzeiro et P. Malliavin, A class of anticipative tangent processes on the Wiener space, CR AC S I, 333(4), 2001, pp. 353-358
Citations number
11
Categorie Soggetti
Mathematics
Journal title
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE
ISSN journal
07644442 → ACNP
Volume
333
Issue
4
Year of publication
2001
Pages
353 - 358
Database
ISI
SICI code
0764-4442(20010815)333:4<353:ACOATP>2.0.ZU;2-4
Abstract
We prove a representation and an integration by parts formula for a class o f anticipative tangent processes on the Wiener space and give some applicat ions. (C) 2001 Academie des sciences/Editions scientifiques et medicales El sevier SAS.