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...
Gespeichert in:
| Datum: | 2001 |
|---|---|
| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2001
|
| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/4227 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Institution
Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860510357628387328 |
|---|---|
| author | Antoniouk, A. Vict. Antoniouk, A. Val. Антонюк, О. Вік. Антонюк, О. Вал. |
| author_facet | Antoniouk, A. Vict. Antoniouk, A. Val. Антонюк, О. Вік. Антонюк, О. Вал. |
| author_sort | Antoniouk, A. Vict. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T20:25:00Z |
| description | 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. |
| first_indexed | 2026-03-24T02:55:43Z |
| format | Article |
| fulltext |
0054
0055
0056
0057
0058
0059
|
| id | umjimathkievua-article-4227 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | Ukrainian English |
| last_indexed | 2026-03-24T02:55:43Z |
| publishDate | 2001 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/5f/a6fef5f273c81734e2c65b5bc615c35f.pdf |
| spelling | umjimathkievua-article-42272020-03-18T20:25:00Z Higher-Order Relations for Derivatives of Nonlinear Diffusion Semigroups Формули високих порядків для похідних нелінійних дифузійних напівгруп Antoniouk, A. Vict. Antoniouk, A. Val. Антонюк, О. Вік. Антонюк, О. Вал. 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. Мета роботи — показати, що спеціальний вибір напряму Камерона-Мартіна в характеризації міри Вінера через формулу інтегрування частинами приводить до множини природних зображень для похідних напівгруп нелінійних дифузій. Зокрема, знайдено остаточний розв'язок неліпшицевих сингулярностей числення Маллявена. Institute of Mathematics, NAS of Ukraine 2001-01-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4227 Ukrains’kyi Matematychnyi Zhurnal; Vol. 53 No. 1 (2001); 117-122 Український математичний журнал; Том 53 № 1 (2001); 117-122 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/4227/5158 https://umj.imath.kiev.ua/index.php/umj/article/view/4227/5159 Copyright (c) 2001 Antoniouk A. Vict.; Antoniouk A. Val. |
| spellingShingle | Antoniouk, A. Vict. Antoniouk, A. Val. Антонюк, О. Вік. Антонюк, О. Вал. Higher-Order Relations for Derivatives of Nonlinear Diffusion Semigroups |
| title | Higher-Order Relations for Derivatives of Nonlinear Diffusion Semigroups |
| title_alt | Формули високих порядків для похідних нелінійних дифузійних напівгруп |
| title_full | Higher-Order Relations for Derivatives of Nonlinear Diffusion Semigroups |
| title_fullStr | Higher-Order Relations for Derivatives of Nonlinear Diffusion Semigroups |
| title_full_unstemmed | Higher-Order Relations for Derivatives of Nonlinear Diffusion Semigroups |
| title_short | Higher-Order Relations for Derivatives of Nonlinear Diffusion Semigroups |
| title_sort | higher-order relations for derivatives of nonlinear diffusion semigroups |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4227 |
| work_keys_str_mv | AT antonioukavict higherorderrelationsforderivativesofnonlineardiffusionsemigroups AT antonioukaval higherorderrelationsforderivativesofnonlineardiffusionsemigroups AT antonûkovík higherorderrelationsforderivativesofnonlineardiffusionsemigroups AT antonûkoval higherorderrelationsforderivativesofnonlineardiffusionsemigroups AT antonioukavict formulivisokihporâdkívdlâpohídnihnelíníjnihdifuzíjnihnapívgrup AT antonioukaval formulivisokihporâdkívdlâpohídnihnelíníjnihdifuzíjnihnapívgrup AT antonûkovík formulivisokihporâdkívdlâpohídnihnelíníjnihdifuzíjnihnapívgrup AT antonûkoval formulivisokihporâdkívdlâpohídnihnelíníjnihdifuzíjnihnapívgrup |