Título: A type of Gauss' divergence formula on Wiener spaces
Autores: Otobe, Yoshiki; Department of Mathematical Sciences, Shinshu University
Fecha: 2009-01-01
Publicador: Electronic communications in probability
Fuente:
Tipo: Peer-reviewed Article

Tema: divergence formulae on the Wiener spaces, integration by parts formulae on the Wiener spaces
60H07; 28C20
Descripción: We will formulate a type of Gauss' divergence formula on sets of functions which are greater than a specific value of which boundaries are not regular. Such formula was first established by L. Zambotti in 2002 with a profound study of stochastic processes. In this paper we will give a much shorter and simpler proof for his formula in a framework of the Malliavin calculus and give alternate expressions. Our approach also enables to show that such formulae hold in other Gaussian spaces.
Idioma: No aplica

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