| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151315 | Statistics & Probability Letters | 2016 | 9 Pages |
Abstract
In this paper, we provide a strong formulation of the stochastic Gâteaux differentiability in order to study the sharpness of a new characterization, introduced in Mastrolia et al. (2014), of the Malliavin–Sobolev spaces. We also give a new internal structure of these spaces in the sense of sets inclusion.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Peter Imkeller, Thibaut Mastrolia, Dylan Possamaï, Anthony Réveillac,