A type of Gauss' divergence formula on Wiener spaces

DOI10.1214/ECP.v14-1498zbMath1189.60112MaRDI QIDQ1038989

Yoshiki Otobe

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/230473

zbMATH Keywords

divergence formulae on the Wiener spacesintegration by parts formulae on the Wiener spaces

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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