In this paper we study two notions of differentiability introduced by P. Cannarsa and G. Da Prato (see [28]) and L. Gross (see [56]) in both the framework of infinite dimensional analysis and the framework of Malliavin calculus.

Differentiability in infinite dimension and the Malliavin calculus

Zanella M.
2024-01-01

Abstract

In this paper we study two notions of differentiability introduced by P. Cannarsa and G. Da Prato (see [28]) and L. Gross (see [56]) in both the framework of infinite dimensional analysis and the framework of Malliavin calculus.
2024
interpolation theory
Lasry–Lions approximation
Malliavin calculus
Malliavin derivative
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/1292154
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