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A type of Gauss' divergence formula on Wiener spaces
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Yoshiki Otobe, Department of Mathematical Sciences, Shinshu University
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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.
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Full text: PDF
Pages: 457--463
Published on: October 30, 2009
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Electronic Communications in Probability. ISSN: 1083-589X |
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