A Note on Generalized Malliavin Calculus
Probability
2010-07-06 v1 Functional Analysis
Abstract
The Malliavin derivative, divergence operator, and the Ornstein-Uhlenbeck operator are extended from the traditional Gaussian setting to generalized processes from the higher-order chaos spaces.
Cite
@article{arxiv.1007.0569,
title = {A Note on Generalized Malliavin Calculus},
author = {S. V. Lototsky and B. L. Rozovskii and D. Seleši},
journal= {arXiv preprint arXiv:1007.0569},
year = {2010}
}
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