Differentiability in infinite dimension and the Malliavin calculus
Functional Analysis
2025-08-12 v3 Probability
Abstract
In this paper we study two notions of differentiability introduced by P. Cannarsa and G. Da Prato (see [28]) and L. Gross (see [56]) in both the framework of infinite dimensional analysis and the framework of Malliavin calculus.
Cite
@article{arxiv.2308.05004,
title = {Differentiability in infinite dimension and the Malliavin calculus},
author = {Davide A. Bignamini and Simone Ferrari and Simona Fornaro and Margherita Zanella},
journal= {arXiv preprint arXiv:2308.05004},
year = {2025}
}