Higher-Order Relations for Derivatives of Nonlinear Diffusion Semigroups
We show that a special choice of the Cameron–Martin direction in the characterization of the Wiener measure via the formula of integration by parts leads to a set of natural representations for derivatives of nonlinear diffusion semigroups. In particular, we obtain a final solution of the non-Lipsch...
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| Дата: | 2001 |
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| Автори: | , , , |
| Формат: | Стаття |
| Мова: | Українська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
2001
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/4227 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| Резюме: | We show that a special choice of the Cameron–Martin direction in the characterization of the Wiener measure via the formula of integration by parts leads to a set of natural representations for derivatives of nonlinear diffusion semigroups. In particular, we obtain a final solution of the non-Lipschitz singularities in the Malliavin calculus. |
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