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Geometric analysis of conditional independence on Wiener space.

Authors :
Nualart, D.
Ustunel, A.
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