Differentiability in infinite dimension and the Malliavin calculus
Davide A. Bignamini, Simone Ferrari, Simona Fornaro, Margherita Zanella
TL;DR
This paper explores two notions of differentiability in infinite-dimensional spaces, comparing approaches by Cannarsa and Da Prato with those by Gross within the contexts of infinite-dimensional analysis and Malliavin calculus.
Contribution
It provides a comparative study of two differentiability concepts in infinite dimensions, bridging their applications in analysis and Malliavin calculus.
Findings
Clarifies the relationship between the two notions of differentiability.
Extends the understanding of differentiability in infinite-dimensional analysis.
Provides insights into the application of these notions in Malliavin calculus.
Abstract
In this paper we study two notions of differentiability introduced by P. Cannarsa and G. Da Prato (see [28]) and L. Gross (see [56]) in both the framework of infinite dimensional analysis and the framework of Malliavin calculus.
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Taxonomy
TopicsMathematical Dynamics and Fractals · Mathematical and Theoretical Analysis · Advanced Differential Equations and Dynamical Systems