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Integration-by-parts characterizations of Gaussian processes
Collectanea Mathematica ( IF 1.1 ) Pub Date : 2020-01-03 , DOI: 10.1007/s13348-019-00278-x
Ehsan Azmoodeh , Tommi Sottinen , Ciprian A. Tudor , Lauri Viitasaari

The Malliavin integration-by-parts formula is a key ingredient to develop stochastic analysis on the Wiener space. In this article we show that a suitable integration-by-parts formula also characterizes a wide class of Gaussian processes, the so-called Gaussian Fredholm processes.



中文翻译:

高斯过程的逐部分积分表征

Malliavin分部积分公式是在Wiener空间进行随机分析的关键要素。在本文中,我们证明了合适的分部积分公式还可以表征各种高斯过程,即所谓的高斯·弗雷德霍姆过程。

更新日期:2020-01-03
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