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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 PDF
 
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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