Transformation of Measure on Wiener Space

By A. Üstünel, M. Zakai. 2000

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On the Diffusion of Shape (2007, methodology): “in [39], for a proof of the above fact in the case of H = 1 2 , which in principle works for H > 1 2 too.”
Malliavin Calculus with Applications to Stochastic Partial Differential Equations (2005, unknown): “[66]) 5) Extension of Itô’s formulae (refs.”
The Notion of Convexity and Concavity on Wiener Space (2000, methodology): “ be a measurable function. It is called H-convex if for any h,k∈ H, α∈ [0,1] F(w+αh+(1 −α)k) ≤ αF(w+h) +(1 −α)F(w+k) (1) almost surely. Remarks: • This deﬁnition is more general than the one given in [17, 19] since F may be inﬁnite on a set of positive measure. • Note that the negligeable set on whi”
Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales (2009, unknown): “[53], [65], [67], [76], [87], [88], [96], [132], [138], [147], [150], [151].”