Malliavin Calculus for Functionals with Generalized Derivatives and Some Applications to Stable Processes

• Datum: 2002
• Hauptverfasser: Kulik, A. M., Кулик, О. М.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2002
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/4057
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...