Related papers: Malliavin calculus for Lie group-valued Wiener fun…

A famous theorem of Dixmier-Malliavin asserts that every smooth, compactly-supported function on a Lie group can be expressed as a finite sum in which each term is the convolution, with respect to Haar measure, of two such functions. We…

Malliavin Calculus can be seen as a differential calculus on Wiener spaces. We present the notion of stochastic manifold for which the Malliavin Calculus plays the same role as the classical differential calculus for the differential…

We consider Malliavin smoothness of random variables $f(X_1)$, where $X$ is a pure jump L\'evy process and $f$ is either bounded and H\"older continuous or of bounded variation. We show that Malliavin differentiability and fractional…

By means of the Malliavin calculus, integral representations for the likelihood function and for the derivative of the log-likelihood function are given for a model based on discrete time observations of the solution to equation…

The Malliavin derivative for a L\'evy process $(X_t)$ can be defined on the space $\DD_{1,2}$ using a chaos expansion or in the case of a pure jump process also via an increment quotient operator \cite{sole-utzet-vives}. In this paper we…

A theorem of Gerald Schwarz [24, Thm. 1] says that for a linear action of a compact Lie group $G$ on a finite dimensional real vector space $V$ any smooth $G$-invariant function on $V$ can be written as a composite with the Hilbert map. We…

Let Phi : M --> g^* be a proper moment map associated to an action of a compact connected Lie group, G, on a connected symplectic manifold, (M,\omega). A collective function is a pullback via \Phi of a smooth function on g^*. In this paper…

We construct surface measures in a Hilbert space endowed with a probability measure $\nu$. The theory fits for invariant measures of some stochastic partial differential equations such as Burgers and reaction--diffusion equations. Other…

This note shows that the module of smooth vector fields on ${\mathbb{R}}^n$, which are invariant under the linear action of a compact Lie group $G$ is finitely generated by polynomial vector fields on ${\mathbb{R}}^n$ which are invariant…

In this paper we prove that every collection of measurable functions $f_\alpha$, $|\alpha|=m$ coincides a.e. with $m$th order derivatives of a function $g\in C^{m-1}$ whose derivatives of order $m-1$ may have any modulus of continuity…

We show a strong factorization theorem of Dixmier-Malliavin type for ultradifferentiable vectors associated with compact Lie group representations on sequentially complete locally convex Hausdorff spaces. In particular, this solves a…

Quadratic Wiener functionals are investigated systematically through transformations of order one on the Wiener space with the help of Malliavin calculus. The bi-directional relationship between quadratic Wiener functionals and…

It is known, that every function on the unit sphere in $\bbr^n$, which is invariant under rotations about some coordinate axis, is completely determined by a function of one variable. Similar results, when invariance of a function reduces…

This paper deals with the study of the Malliavin calculus of Euclidean motions on Wiener space, (i.e. transformations induced by general measure preserving transformations, called `rotations', and H-valued shifts) and the associated flows…

Malliavin calculus is a powerful and general framework for the analysis of square-integrable random variables, but it often suffers from a lack of tractability and explicit representations. To address this limitation, we focus on a subclass…

The reduction of biharmonic maps equation in terms of the Maurer-Cartan form for all smooth map of any compact Riemannian manifolds into a compact Lie group with bi-invariant Riemannian metric is obtained. By this formula, all the…

Any sufficiently often differentiable curve in the orbit space of a compact Lie group representation can be lifted to a once differentiable curve into the representation space.

We establish new strong factorization properties for the smooth vectors of representations of exponential solvable Lie groups on Fr\'{e}chet spaces. In particular, our results improve upon the Dixmier-Malliavin factorization theorem for…

With a f-left-invariant Riemannian metric on a Lie group $G$, we mean a Riemannian metric which is conformally equivalent to a left-invariant Riemannian metric, with the conformal factor $f$. In this article, we study the geometry of such…

We consider random variables of the form $F=f(V_1,...,V_n)$, where $f$ is a smooth function and $V_i,i\in\mathbb{N}$, are random variables with absolutely continuous law $p_i(y) dy$. We assume that $p_i$, $i=1,...,n$, are piecewise…