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arXiv · 1007.0569

A Note on Generalized Malliavin Calculus

S. V. Lototsky·B. L. Rozovskii·D. Seleši
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Abstract

The Malliavin derivative, divergence operator, and the Ornstein-Uhlenbeck operator are extended from the traditional Gaussian setting to generalized processes from the higher-order chaos spaces.

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S. V. Lototsky, B. L. Rozovskii, D. Seleši. 2010-07-04. A Note on Generalized Malliavin Calculus. https://arxiv.org/abs/1007.0569

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