A type of Gauss' divergence formula on Wiener spaces
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1. | Title | Title of document | A type of Gauss' divergence formula on Wiener spaces |
2. | Creator | Author's name, affiliation, country | Yoshiki Otobe; Department of Mathematical Sciences, Shinshu University |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | divergence formulae on the Wiener spaces, integration by parts formulae on the Wiener spaces |
3. | Subject | Subject classification | 60H07; 28C20 |
4. | Description | Abstract | 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. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | KAKENHI (19740047) |
7. | Date | (YYYY-MM-DD) | 2009-10-30 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1498 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v14-1498 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 14 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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