All Stories

  1. Accepted Manuscript Martingale representation for degenerate diffusions A.S. Üstünel
  2. Innovation Conjecture
  3. Malliavin Calculus for American Options
  4. Recent results in Stochastic Analysis and the Malliavin Calculus.
  5. Transformation of Measure on Wiener Space
  6. Exponential moments of Wiener functionals
  7. An Introduction to Analysis on Wiener Space
  8. The Wiener Chaos Expansion of Certain Radon-Nikodym Derivatives
  9. On the structure of independence on Wiener space
  10. Some relations among classes of σ-fields on Wiener space
  11. Some remarks on independence and conditioning on Wiener space
  12. On Independence and Conditioning On Wiener Space
  13. On the moments of a multiple wiener-ito integral and the space induced by the polynomials of the integral
  14. I am the editor of this book, which contains all the important results about the Malliavin Calculus.
  15. Additive Processes on Nuclear Spaces