A Note on Generalized Malliavin Calculus

Details A Note on Generalized Malliavin Calculus A Note on Generalized Malliavin Calculus

2010-07-04

arxiv.org/abs/1007.0569v1

Mathematics

Probability

Scientific paper

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.

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