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2009 A type of Gauss' divergence formula on Wiener spaces
Yoshiki Otobe
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Electron. Commun. Probab. 14: 457-463 (2009). DOI: 10.1214/ECP.v14-1498

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.

Citation

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Yoshiki Otobe. "A type of Gauss' divergence formula on Wiener spaces." Electron. Commun. Probab. 14 457 - 463, 2009. https://doi.org/10.1214/ECP.v14-1498

Information

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

zbMATH: 1189.60112
MathSciNet: MR2559095
Digital Object Identifier: 10.1214/ECP.v14-1498

Subjects:
Primary: 60H07
Secondary: 28C20

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