Üstünel, Ali Süleyman; Zakai, Moshe Transformation of measure on Wiener space. (English) Zbl 0974.46044 Springer Monographs in Mathematics. Berlin: Springer. xiii, 297 p. (2000). Reviewer: Sergey Lüdkovsky (Moskva) MSC: 46G12 46-02 28-02 60-02 60H05 60G15 60G30 28C20 60H25 60G35 46T12 60H07 PDF BibTeX XML Cite \textit{A. S. Üstünel} and \textit{M. Zakai}, Transformation of measure on Wiener space. Berlin: Springer (2000; Zbl 0974.46044)
Üstünel, A. S.; Zakai, M. The composition of Wiener functionals with non absolutely continuous shifts. (English) Zbl 0792.60048 Probab. Theory Relat. Fields 98, No. 2, 163-184 (1994). Reviewer: A.S.Üstünel MSC: 60H05 60G15 60G30 46G05 46G12 58B10 PDF BibTeX XML Cite \textit{A. S. Üstünel} and \textit{M. Zakai}, Probab. Theory Relat. Fields 98, No. 2, 163--184 (1994; Zbl 0792.60048) Full Text: DOI
Yoshida, Nakahiro Asymptotic expansion for statistics related to small diffusions. (English) Zbl 0778.62018 J. Jpn. Stat. Soc. 22, No. 2, 139-159 (1992). Reviewer: B.L.S.Prakasa Rao (New Delhi) MSC: 62E20 62M99 62M05 60H07 62F12 62P20 91B24 PDF BibTeX XML Cite \textit{N. Yoshida}, J. Jpn. Stat. Soc. 22, No. 2, 139--159 (1992; Zbl 0778.62018)
Lépingle, Dominique; Nualart, David; Sanz, Marta Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections). (French) Zbl 0688.60043 Ann. Inst. Henri Poincaré, Probab. Stat. 25, No. 3, 283-305 (1989). Reviewer: E.Pardoux MSC: 60H10 60H07 PDF BibTeX XML Cite \textit{D. Lépingle} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 25, No. 3, 283--305 (1989; Zbl 0688.60043) Full Text: Numdam EuDML