Malliavin calculus on extensions of abstract Wiener spaces (Q1012022)
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scientific article; zbMATH DE number 5543332
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| English | Malliavin calculus on extensions of abstract Wiener spaces |
scientific article; zbMATH DE number 5543332 |
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Malliavin calculus on extensions of abstract Wiener spaces (English)
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14 April 2009
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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.
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Malliavin calculus
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infinite dimensional analysis
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0.8408915400505066
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0.8266386985778809
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0.8199184536933899
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