| Título: | BV-regularity for the Malliavin derivative of the maximum of the Wiener process |
| Autores: | Trevisan, Dario; Scuola Normale Superiore, Pisa |
| Fecha: | 2013-01-03 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
Malliavin Calculus; BV functions 60H07; 28C20; |
| Descripción: | We show that, on the classical Wiener space, the random variable $M = \sup_{0\le t \le T} W_t$ admits a measure as second Malliavin derivative, whose total variation measure is finite and singular w.r.t. the Wiener measure. |
| Idioma: | Inglés |
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