Kouji YANO,
RIMS, Kyoto University.

Title: A generalization of the Buckdahn--F\"ollmer formula

Abstract: We study a class of transformations on the Wiener space 
obtained by the composite functions in the framework of partial
Malliavin calculus and generalize the Buckdahn--F\"ollmer formula. Our
formula turns out to be valid for the investigation of some Wiener
functionals studied by Donati-Martin--Matsumoto--Yor and by
Ikeda--Kusuoka--Manabe.