Differentiable measures and the Malliavin calculus

By Vladimir Bogachev. 2010

298 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/42c6381b7f24128d8aa9f5544e3b2f4dbb1aa497

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Michael Röckner
2. Giuseppe Da Prato
3. Franco Flandoli
4. Alexander Yur'evich Veretennikov
5. Nicolai V. Krylov
6. Vladimir Bogachev
7. Feng-Yu Wang
8. A. V. Kolesnikov

In Mathematical Physics

1. Michael Röckner
2. Vladimir Bogachev
3. Giuseppe Da Prato
4. Nicolai V. Krylov
5. Alexander Yur'evich Veretennikov
6. Franco Flandoli
7. A. V. Kolesnikov
8. Feng-Yu Wang

Citations in the corpus

• Elliptic and parabolic equations for measures (2009, methodology): “For example, for a broad class of models, constructing a Gibbs measure is equivalent to constructing a measure with a given logarithmic gradient; the latter problem is studied in [5], [6], [20], [22], [99], [100], [101], [102]; in particular, the method of reconstructing a measure with a given logar”
• Strong uniqueness for SDEs in Hilbert spaces with nonregular drift (2014, background): “it follows by the fundamental result in [4, 19]; see also [7], Section 10.”
• Mosco convergence of Dirichlet forms in infinite dimensions with changing reference measures (2006, background): “The following lemma is well known (see [6]).”