A note on the Malliavin-Sobolev spaces
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Publication:899630
DOI10.1016/j.spl.2015.08.020zbMath1329.60170arXiv1501.01777OpenAlexW1829242801MaRDI QIDQ899630
Dylan Possamaï, Thibaut Mastrolia, Peter Imkeller, Anthony Réveillac
Publication date: 30 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.01777
Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic calculus of variations and the Malliavin calculus (60H07)
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Sobolev and Besov classes on infinite-dimensional spaces ⋮ Differentiability of SDEs with drifts of super-linear growth
Cites Work
- A note on the de La Vallée Poussin criterion for uniform integrability
- Unions of Lebesgue spaces and \(A_1\) majorants
- Derivatives of Wiener functionals and absolute continuity of induced measures
- Differentiable measures and the Malliavin calculus
- Transformation of the Wiener measure under non-invertible shifts
- On a characterization of the Sobolev spaces over an abstract Wiener space
- Gaussian Hilbert Spaces
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