Caractérisation géometrique de l’indépendance sur l’espace de Wiener. (Geometric characterization of independence on the Wiener space). (French) Zbl 0639.60059
We give different characterizations of the independence of the random variables, by using their Sobolev derivatives in the context of the stochastic calculus of variations. These results hold also in the abstract Wiener spaces.
MSC:
| 60H07 | Stochastic calculus of variations and the Malliavin calculus |
| 60A99 | Foundations of probability theory |
| 60J65 | Brownian motion |
