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 Electronic Communications in Probability > Vol. 14 (2009) > Paper 44 open journal systems 


A type of Gauss' divergence formula on Wiener spaces

Yoshiki Otobe, Department of Mathematical Sciences, Shinshu University


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.


Full text: PDF

Pages: 457--463

Published on: October 30, 2009


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Electronic Communications in Probability. ISSN: 1083-589X