A note on the Malliavin-Sobolev spaces
Imkeller, Peter; Mastrolia, Thibaut; Possamaï, Dylan; Réveillac, Anthony (2016), A note on the Malliavin-Sobolev spaces, Statistics & Probability Letters, 109, p. 45-53. 10.1016/j.spl.2015.08.020
Type
Article accepté pour publication ou publiéExternal document link
https://arxiv.org/abs/1501.01777v1Date
2016Journal name
Statistics & Probability LettersVolume
109Publisher
Elsevier
Published in
Paris
Pages
45-53
Publication identifier
Metadata
Show full item recordAbstract (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.Subjects / Keywords
Malliavin calculus; Wiener space; functional analysis; stochastic Gâteaux differentiabilityRelated items
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