A criteria of strong H-differentiability
Probability
2016-12-02 v3
Authors:
Kévin Hartmann
Abstract
We give a criteria for a Malliavin differentiable function to be strongly H-differentiable.
Keywords
Cite
@article{arxiv.1607.05463,
title = {A criteria of strong H-differentiability},
author = {Kévin Hartmann},
journal= {arXiv preprint arXiv:1607.05463},
year = {2016}
}
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