Differentiability in infinite dimension and the Malliavin calculus
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Publication:6593667
DOI10.1214/24-PS26MaRDI QIDQ6593667
Simona Fornaro, S. Ferrari, D. A. Bignamini, Margherita Zanella
Publication date: 27 August 2024
Published in: Probability Surveys (Search for Journal in Brave)
Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Derivatives of functions in infinite-dimensional spaces (46G05)
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