| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548353 | Statistics & Probability Letters | 2018 | 11 Pages |
Abstract
In this paper, we consider Malliavin differentiability of indicator functions on canonical Lévy spaces. We give necessary and sufficient conditions for it. This is a Lévy space version of a result of Sekiguchi and Shiota (1985).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ryoichi Suzuki,