Calcul d'erreur complet lipschitzien et formes de Dirichlet

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dc.creatorBouleau, Nicolas
dc.date2006-10-16
dc.date.accessioned2026-07-07T07:39:46Z
dc.date.available2026-07-07T07:39:46Z
dc.descriptionWe study the error calculus from a mathematical point of view, in particular for the infinite dimensional models met in stochastic analysis. Gauss was the first to propose an error calculus. It can be reinforced by an extension principle based on Dirichlet forms which gives more strength to the coherence property. One gets a Lipschitzian complete error calculus which behaves well by images and by products and allows a quick and easy construction of the basic mathematical tools of Malliavin calculus. This allows also to revisit the delicate question of error permanency that Poincaré emphasized. This error calculus is connected with statistics by mean of the notion of Fisher information.
dc.identifierhttps://arxiv.org/abs/math/0610491
dc.identifierhttp://arxiv.org/abs/math/0610491
dc.identifierJournal de Mathématiques Pures et Appliquées 80 (2001) n9, 961-976
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/121572
dc.subjectProbability
dc.subject31C25 65G99 60H07
dc.titleCalcul d'erreur complet lipschitzien et formes de Dirichlet
dc.typetext

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