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- W2022882565 abstract "The Ito formula is extended to the tempered distributions evaluated on the trajectories of a nondegenerate Ito process in the sense of P. Malliavin. To do this the Ito integral is extended to vector-valued adapted distributions on Wiener space. Also a Galerkin type approximation using the Skorohod integral or the divergence operator is given for the diffusion processes. At the final section we give a sufficient condition for the existence of a smooth density for the filtering of nonlinear diffusions with the help of the techniques of the Malliavin calculus and the theory of nuclear spaces." @default.
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- W2022882565 date "1988-03-01" @default.
- W2022882565 modified "2023-10-17" @default.
- W2022882565 title "Extension of the ito calculus via the malliavin calculus" @default.
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- W2022882565 doi "https://doi.org/10.1080/17442508808833498" @default.
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