Stochastic analysis involving the Lévy Laplacian

zbMath0965.60014MaRDI QIDQ1593906

Luigi Accardi, Vladimir I. Bogachev

Publication date: 28 January 2001

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Sobolev spacecapacityMalliavin calculusLévy Laplacianstochastic integralLévy-Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Diffusion processes (60J60) 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) Probability theory on linear topological spaces (60B11)

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