Malliavin calculus for Lie group-valued Wiener functions
| dc.creator | Melcher, Tai | |
| dc.date | 2005-08-22 | |
| dc.date | 2009-02-05 | |
| dc.date.accessioned | 2026-07-07T12:37:58Z | |
| dc.date.available | 2026-07-07T12:37:58Z | |
| dc.description | Let G be a Lie group equipped with a set of left invariant vector fields. These vector fields generate a function ξon Wiener space into G via the stochastic version of Cartan's rolling map. It is shown here that, for any smooth function f with compact support, f(ξ) is Malliavin differentiable to all orders and these derivatives belong to L^p(μ) for all p>1, where μis Wiener measure. | |
| dc.description | 22 pages, 0 figures; final version with addition of example and significant reorganization, to appear in Infinite Dimensional Analysis and Quantum Probability | |
| dc.identifier | https://arxiv.org/abs/math/0508419 | |
| dc.identifier | http://arxiv.org/abs/math/0508419 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/218596 | |
| dc.subject | Probability | |
| dc.subject | 60H07, 58J65 (Primary); 22E99 (Secondary) | |
| dc.title | Malliavin calculus for Lie group-valued Wiener functions | |
| dc.type | text |