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 Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2002
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| Series: | Український математичний журнал |
| Subjects: | |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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. |