Back to Search
Start Over
Geometric analysis of conditional independence on Wiener space.
- Source :
- Probability Theory & Related Fields; 1991, Vol. 89 Issue 4, p407-422, 16p
- Publication Year :
- 1991
-
Abstract
- 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01788051
- Volume :
- 89
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Probability Theory & Related Fields
- Publication Type :
- Academic Journal
- Accession number :
- 72501966
- Full Text :
- https://doi.org/10.1007/BF01199786