A note on the Malliavin-Sobolev spaces
Probability
2015-01-09 v1
Abstract
In this paper, we provide a strong formulation of the stochastic G{\^a}teaux differentiability in order to study the sharpness of a new characterization, introduced in [6], of the Malliavin-Sobolev spaces. We also give a new internal structure of these spaces in the sense of sets inclusion.
Keywords
Cite
@article{arxiv.1501.01777,
title = {A note on the Malliavin-Sobolev spaces},
author = {Peter Imkeller and Thibaut Mastrolia and Dylan Possamaï and Anthony Réveillac},
journal= {arXiv preprint arXiv:1501.01777},
year = {2015}
}