• français
    • English
  • English 
    • français
    • English
  • Login
JavaScript is disabled for your browser. Some features of this site may not work without it.
BIRD Home

Browse

This CollectionBy Issue DateAuthorsTitlesSubjectsJournals BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesSubjectsJournals

My Account

Login

Statistics

View Usage Statistics

A note on the Malliavin-Sobolev spaces

Thumbnail
Date
2016
Publisher city
Paris
Link to item file
https://arxiv.org/abs/1501.01777v1
Dewey
Probabilités et mathématiques appliquées
Sujet
Malliavin calculus; Wiener space; functional analysis; stochastic Gâteaux differentiability
Journal issue
Statistics & Probability Letters
Volume
109
Publication date
2016
Article pages
45-53
Publisher
Elsevier
DOI
http://dx.doi.org/10.1016/j.spl.2015.08.020
URI
https://basepub.dauphine.fr/handle/123456789/14517
Collections
  • CEREMADE : Publications
Metadata
Show full item record
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.

  • Accueil Bibliothèque
  • Site de l'Université Paris-Dauphine
  • Contact
SCD Paris Dauphine - Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16

 Content on this site is licensed under a Creative Commons 2.0 France (CC BY-NC-ND 2.0) license.