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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| Datum: | 2002 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2002
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| Schriftenreihe: | Український математичний журнал |
| Schlagworte: | |
| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/163762 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Malliavin Calculus for Functionals with Generalized Derivatives and Some Applications to Stable Processes / O.M. Kulik // Український математичний журнал. — 2002. — Т. 54, № 2. — С. 266–279. — Бібліогр.: 11 назв. — англ. |