Differentiability in infinite dimension and the Malliavin calculus

Davide A. Bignamini,Simone Ferrari,Simona Fornaro,Margherita Zanella

arXiv (Cornell University)（2023）

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摘要

In this paper we study two notions of differentiability introduced by G. Cannarsa and G. Da Prato (see [20]) and L. Gross (see [41]) in both the framework of infinite dimensional analysis and the framework of Malliavin calculus.

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关键词

malliavin calculus,infinite dimension

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