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2023-08-09
Differentiability in infinite dimension and the Malliavin calculus
Davide A. BignaminiSimone FerrariSimona FornaroMargherita Zanella
文献摘要
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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