학술논문

Differentiability in infinite dimension and the Malliavin calculus
Document Type
Working Paper
Source
Subject
Mathematics - Functional Analysis
Mathematics - Probability
28C20, 46G05
Language
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.