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

We develop a theory of Malliavin calculus for Banach space valued random variables. Using radonifying operators instead of symmetric tensor products we extend the Wiener-Ito isometry to Banach spaces. In the white noise case we obtain two…

In this paper we characterize spaces of continuous and $L^p$-functions on a compact Hausdorff space that are invariant under a transitive and continuous group action. This work generalizes Nagel and Rudin's 1976 results concerning unitarily…

A rigid framework for the Cartan calculus of Lie derivatives, inner derivations, functions, and forms is proposed. The construction employs a semi-direct product of two graded Hopf algebras, the respective super-extensions of the deformed…

It is well known that Malliavin calculus can be applied to a stochastic differential equation with Lipschitz continuous coefficients in order to clarify the existence and the smoothness of the solution. In this paper, we apply Malliavin…

Extending the construction of the (intrinsically defined) full algebra of scalar valued Colombeau functions on a smooth manifold M (Grosser et al., Adv. Math. 166 (2002), 179-206) we present a suitable basic space for eventually obtaining…

We consider versions of Malliavin calculus on path spaces of compact manifolds with diffusion measures, defining Gross-Sobolev spaces of differentiable functions and proving their intertwining with solution maps, I, of certain stochastic…

Given a random variable $F$ regular enough in the sense of the Malliavin calculus, we are able to measure the distance between its law and almost any continuous probability law on the real line. The bounds are given in terms of the…

Malliavin calculus provides a characterization of the centered model in regularity structures that is stable under removing the small-scale cut-off. In conjunction with a spectral gap inequality, it yields the stochastic estimates of the…

Let h be a real-analytic function in the neighborhood of some compact set K on the plane. We show that for any complex measure on the Euclidean space of a finite total variation without singular components with the Fourier--Stieltjes…

We define a covariance-type operator on Wiener space: for F and G two random variables in the Gross-Sobolev space $D^{1,2}$ of random variables with a square-integrable Malliavin derivative, we let $Gamma_{F,G}=$ where $D$ is the Malliavin…

We construct a smooth Banach manifold BV$([a,b], M)$ whose elements are suitably-defined functions $f:[a,b] \rightarrow M$ of bounded variation with values in a smooth Banach manifold $M$ which admits a local addition. If the target…

In this paper a Malliavin calculus for L\'evy processes based on a family of true derivative operators is developed. The starting point is an extension to L\'evy processes of the pioneering paper by Carlen and Pardoux [8] for the Poisson…

We show that a left-invariant metric g on a nilpotent Lie group N is a soliton metric if and only if a matrix U and vector v associated the manifold (N,g) satisfy the matrix equation Uv = [1], where [1] is a vector with every entry a one.…

Malliavin Calculus is about Sobolev-type regularity of functionals on Wiener space, the main example being the Ito map obtained by solving stochastic differential equations. Rough path analysis is about strong regularity of solution to…

In this paper, we construct a Malliavin derivative for functionals of square-integrable L\'evy processes and derive a Clark-Ocone formula. The Malliavin derivative is defined via chaos expansions involving stochastic integrals with respect…

Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…

We study several important fine properties for the family of fractional Brownian motions with Hurst parameter $H$ under the $(p,r)$-capacity on classical Wiener space introduced by Malliavin. We regard fractional Brownian motions as Wiener…

We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…

In this paper, we introduce and study the Fourier transform of functions which are integrable with respect to a vector measure on a compact group (not necessarily abelian). We also study the Fourier transform of vector measures. We also…

A Lie 2-group $G$ is a category internal to the category of Lie groups. Consequently it is a monoidal category and a Lie groupoid. The Lie groupoid structure on $G$ gives rise to the Lie 2-algebra $\mathbb{X}(G)$ of multiplicative vector…