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BV-regularity for the Malliavin derivative of the maximum of the Wiener process

   
@article{ECP2314,
	author = {Dario Trevisan},
	title = {BV-regularity for the Malliavin derivative of the maximum of the Wiener process},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {18},
	year = {2013},
	keywords = {Malliavin Calculus; BV functions},
	abstract = {
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.
},
	pages = {no. 29, 1-9},
	issn = {1083-589X},
	doi = {10.1214/ECP.v18-2314},    
        url = {http://ecp.ejpecp.org/article/view/2314}}