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arXiv · 1501.01777

A note on the Malliavin-Sobolev spaces

Peter Imkeller·Thibaut Mastrolia·Dylan Possamaï·Anthony Réveillac
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Abstract

In this paper, we provide a strong formulation of the stochastic G{â}teaux 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.

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Peter Imkeller, Thibaut Mastrolia, Dylan Possamaï, Anthony Réveillac. 2015-01-08. A note on the Malliavin-Sobolev spaces. https://arxiv.org/abs/1501.01777

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