Differentiability in infinite dimension and the Malliavin calculus
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2023
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| _version_ | 1866911100916727808 |
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| author | Bignamini, Davide A. Ferrari, Simone Fornaro, Simona Zanella, Margherita |
| author_facet | Bignamini, Davide A. Ferrari, Simone Fornaro, Simona Zanella, Margherita |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2308_05004 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Differentiability in infinite dimension and the Malliavin calculus Bignamini, Davide A. Ferrari, Simone Fornaro, Simona Zanella, Margherita Functional Analysis Probability 28C20, 46G05 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. |
| title | Differentiability in infinite dimension and the Malliavin calculus |
| topic | Functional Analysis Probability 28C20, 46G05 |
| url | https://arxiv.org/abs/2308.05004 |