Malliavin calculus and decoupling inequalities in Banach spaces

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dc.creatorMaas, Jan
dc.date2008-01-18
dc.date2008-02-14
dc.date.accessioned2026-07-07T09:20:24Z
dc.date.available2026-07-07T09:20:24Z
dc.descriptionWe develop a theory of Malliavin calculus for Banach space valued random variables. Using radonifying operators instead of symmetric tensor products we extend the Wiener-Ito isometry to Banach spaces. In the white noise case we obtain two sided L^p-estimates for multiple stochastic integrals in arbitrary Banach spaces. It is shown that the Malliavin derivative is bounded on vector-valued Wiener-Ito chaoses. Our main tools are decoupling inequalities for vector-valued random variables. In the opposite direction we use Meyer's inequalities to give a new proof of a decoupling result for Gaussian chaoses in UMD Banach spaces.
dc.description17 pages
dc.identifierhttps://arxiv.org/abs/0801.2899
dc.identifierhttp://arxiv.org/abs/0801.2899
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/154713
dc.subjectFunctional Analysis
dc.subjectProbability
dc.subject60H07 (Primary); 28C20, 60B11, 60H05 (Secondary)
dc.titleMalliavin calculus and decoupling inequalities in Banach spaces
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