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- W1601672610 abstract "Malliavin calculus is developed in a uniform way for (possibly non separable) extensions of $L^p(W_{C_{mathbb{F}}})$, where $W_{C_{mathbb{F}}}$ is the Wiener measure on the space $C_{mathbb{F}}$ of continuous functions from $[0,1]$ into any abstract Wiener Fréchet space $mathbb{F}$ over a fixed separable Hilbert space $mathbb{H}$. Since the continuous time line is available in $C_{mathbb{F}}$ , we can prove the Clark- Ocone formula for these extensions, we study time-anticipating Girsanov transformations and prove that Skorohod integral processes for finite chaos levels have continuous modifications. We use a rich probability space with measure $widehat{Gamma }_{mathbb{H}}$,which only depends on $mathbb{H}$, such that for any $pin [0,infty [$, $ L^pleft( W_{C_{mathbb{F}}}right) $ can be canonically embedded into $L^pleft( widehat{Gamma }_{mathbb{H}}right) $ for any abstract Wiener Fréchet space $mathbb{F}$ over $mathbb{H}$." @default.
- W1601672610 created "2016-06-24" @default.
- W1601672610 creator A5065637517 @default.
- W1601672610 date "2008-01-01" @default.
- W1601672610 modified "2023-09-26" @default.
- W1601672610 title "Malliavin calculus on extensions of abstract Wiener spaces" @default.
- W1601672610 doi "https://doi.org/10.1215/kjm/1250271411" @default.
- W1601672610 hasPublicationYear "2008" @default.
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