Malliavin Calculus for Functionals with Generalized Derivatives and Some Applications to Stable Processes
We introduce the notion of a generalized derivative of a functional on a probability space with respect to some formal differentiation. We establish a sufficient condition for the existence of the distribution density of a functional in terms of its generalized derivative. This result is used for th...
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| Date: | 2002 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2002
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4057 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |