Formulas for the divergence operator in isonormal Gaussian space

DOI10.1016/j.spl.2022.109743zbMath1505.60058arXiv2005.12032OpenAlexW4310059884MaRDI QIDQ2112270

Yanyan Li

Publication date: 10 January 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.12032

zbMATH Keywords

Hermite polynomialMalliavin derivativebinomial theoremdivergence operatorisonormal Gaussian space

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

• Rate of convergence for the weighted Hermite variations of the fractional Brownian motion
• Normal Approximations with Malliavin Calculus
• Introduction to Malliavin Calculus
• Unnamed Item

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