Malliavin calculus on extensions of abstract Wiener spaces (Q1012022)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Malliavin calculus on extensions of abstract Wiener spaces
scientific article

    Statements

    Malliavin calculus on extensions of abstract Wiener spaces (English)
    0 references
    0 references
    14 April 2009
    0 references
    The author develops a Malliavin calculus for possibly non separable extensions of \(L^p(W_{C_\mathbb{F}})\), where \(W_{C_\mathbb{F}}\) is the Wiener measure on the space \(C_\mathbb{F}\) of continuous functions from \([0,1]\) into any abstract Wiener Fréchet space \(\mathbb{F}\) over a fixed separable Hilbert space.
    0 references
    Malliavin calculus
    0 references
    infinite dimensional analysis
    0 references

    Identifiers