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.
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页码：28 / 66
页数：39
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