Geometric analysis of conditional independence on Wiener space |
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| Authors: | D Nualart A S Ustunel |
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| Institution: | (1) Facultat de Matemàtiques, Universitat de Barcelona, Gran Via 585, E-08007 Barcelona, Spain;(2) Départment Réseaux, ENST, 46, rue Barrault, F-75634 Paris, France |
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| Abstract: | Summary In this paper we study the conditional independence of sigma-fields on the Wiener space using the tools of the Stochastic Calculus of Variations. Particular emphasis is given to the relation between the splitting of the (random) tangent spaces associated to the sigma-fields and the conditional independence.Partially supported by the CICYT grant no PB86-0238 |
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