Differentiability in infinite dimension and the Malliavin calculus

被引：0

作者：

Bignamini, Davide A. ^{[1
]}

Ferrari, Simone ^{[2
]}

Fornaro, Simona ^{[3
]}

Zanella, Margherita ^{[4
]}

机构：

[1] Univ Insubia, Dipartimento Sci & Alta Tecnol DiSAT, Via Valleggio 11, I-22100 Como, Italy

[2] Univ Salento, Dipartimento Matemat & Fis Ennio De Giorgi, Via Arnesano Snc, I-73100 Lecce, Italy

[3] Univ Pavia, Dipartimento Matemat Felice Casorati, Via A Ferrata 5, I-27100 Pavia, Italy

[4] Politecn Milan, Dipartimento Matemat Francesco Brioschi, Via E Bonardi 9, I-20133 Milan, Italy

来源：

PROBABILITY SURVEYS | 2024年 / 21卷

关键词：

Malliavin calculus; Malliavin derivative; inter- polation theory; Lasry-Lions approximation; MAXIMAL SOBOLEV REGULARITY; STOCHASTIC WAVE-EQUATION; ELLIPTIC-EQUATIONS; TRANSITION SEMIGROUPS; ABSOLUTE CONTINUITY; SURFACE MEASURES; SMOOTHNESS; DENSITY; SPACES; LAW;

D O I：

10.1214/24-PS26

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：28 / 66

页数：39

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