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arXiv · 2308.05004

Differentiability in infinite dimension and the Malliavin calculus

Davide A. Bignamini·Simone Ferrari·Simona Fornaro·Margherita Zanella
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Abstract

In this paper we study two notions of differentiability introduced by P. Cannarsa and G. Da Prato (see [28]) and L. Gross (see [56]) in both the framework of infinite dimensional analysis and the framework of Malliavin calculus.

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Davide A. Bignamini, Simone Ferrari, Simona Fornaro, Margherita Zanella. 2023-08-09. Differentiability in infinite dimension and the Malliavin calculus. https://doi.org/10.1214/24-ps26

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