scientific article; zbMATH DE number 1833743

DOI10.1023/A:1020190630149zbMATH Open1005.60070OpenAlexW243267366MaRDI QIDQ4781003FDOQ4781003

Authors: A. M. Kulik 

Publication date: 21 November 2002

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020190630149

Title of this publication is not available (Why is that?)

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zbMATH Keywords

distributionfunctionalstable processgeneralized derivative

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stable stochastic processes (60G52)

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• Malliavin calculus for generalized and test stochastic processes
• A nonsmooth chain rule for malliavin's derivative operator
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• Denseness of certain smooth Lévy functionals in \(\mathbb D_{1,2} \)
• On generalized Malliavin calculus
• Malliavin calculus for stable processes on homogeneous groups
• Malliavin derivatives and derivatives of functionals of the Wiener process with respect to a scale parameter

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