A criteria of strong H-differentiability
K\'evin Hartmann
TL;DR
This paper establishes a criterion to determine when a Malliavin differentiable function is also strongly H-differentiable, providing a useful tool for analysis in stochastic calculus.
Contribution
It introduces a new criterion linking Malliavin differentiability to strong H-differentiability, advancing the theoretical understanding in stochastic analysis.
Findings
Provides a practical criterion for strong H-differentiability
Bridges the gap between Malliavin and strong H-differentiability
Enhances tools for stochastic calculus applications
Abstract
We give a criteria for a Malliavin differentiable function to be strongly H-differentiable.
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Taxonomy
TopicsFunctional Equations Stability Results · Nonlinear Partial Differential Equations · Nonlinear Differential Equations Analysis