著者

白木 善尚

出版者

湘南工科大学

雑誌

湘南工科大学紀要 (ISSN:09192549)

巻号頁・発行日

vol.40, no.1, pp.53-64, 2006-03-18

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We investigate some geometrical strucutures of stochastic processes through large deviation theory. Some applications,such as Wiener functional space, nonlinear filtering theory and Malliavin calculus, are also examined.We investigate some geometrical strucutures of stochastic processes through large deviation theory. Some applications,such as Wiener functional space, nonlinear filtering theory and Malliavin calculus, are also examined.