## Electronic Communications in Probability

### A type of Gauss' divergence formula on Wiener spaces

Yoshiki Otobe

#### 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.

#### Article information

Source
Electron. Commun. Probab., Volume 14 (2009), paper no. 44, 457-463.

Dates
Accepted: 30 October 2009
First available in Project Euclid: 6 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465234753

Digital Object Identifier
doi:10.1214/ECP.v14-1498

Mathematical Reviews number (MathSciNet)
MR2559095

Zentralblatt MATH identifier
1189.60112

Rights

#### Citation

Otobe, Yoshiki. A type of Gauss' divergence formula on Wiener spaces. Electron. Commun. Probab. 14 (2009), paper no. 44, 457--463. doi:10.1214/ECP.v14-1498. https://projecteuclid.org/euclid.ecp/1465234753

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