In this paper we study two notions of differentiability introduced by P. Cannarsa and G. Da Prato (see [28]) and L. Gross (see [56]) in both the framework of infinite dimensional analysis and the framework of Malliavin calculus.
Differentiability in infinite dimension and the Malliavin calculus
Bignamini, Davide A.;Ferrari, Simone;Fornaro, Simona;Zanella, Margherita
2024-01-01
Abstract
In this paper we study two notions of differentiability introduced by P. Cannarsa and G. Da Prato (see [28]) and L. Gross (see [56]) in both the framework of infinite dimensional analysis and the framework of Malliavin calculus.File in questo prodotto:
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