Author
Imkeller, Peter
Mastrolia, Thibaut
Possamaï, Dylan
Réveillac, Anthony
Type
Article accepté pour publication ou publié
Abstract (EN)
In this paper, we provide a strong formulation of the stochastic Gâteaux differentiability in order to study the sharpness of a new characterization, introduced in [6], of the Malliavin-Sobolev spaces. We also give a new internal structure of these spaces in the sense of sets inclusion.
