Differentiability in infinite dimension and the Malliavin calculus-Reference-Cited by-同舟云学术

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Differentiability in infinite dimension and the Malliavin calculus

Published:2024-01-01 Issue:none Volume:21 Page:
ISSN:1549-5787
Container-title:Probability Surveys
language:
Short-container-title:Probab. Surveys

Author:

Bignamini Davide A.¹,Ferrari Simone²,Fornaro Simona³,Zanella Margherita⁴

Affiliation:

1. Dipartimento di Scienza e Alta Tecnologia (DISAT), Università degli Studi dell’Insubria, Via Valleggio 11, 22100 COMO, Italy

2. Dipartimento di Matematica e Fisica “Ennio De Giorgi”, Università del Salento, Via per Arnesano snc, 73100 LECCE, Italy

3. Dipartimento di Matematica “Felice Casorati”, Università degli studi di Pavia, via A. Ferrata 5, 27100 PAVIA, Italy

4. Dipartimento di Matematica “Francesco Brioschi”, Politecnico di Milano, Via E. Bonardi 13, 20133 MILANO, Italy

Publisher

Institute of Mathematical Statistics

Reference104 articles.

1. ADDONA, D. (2021). Analyticity of nonsymmetric Ornstein–Uhlenbeck semigroup with respect to a weighted Gaussian measure. Potential Anal. 54, no. 1, 95–117.

2. ADDONA, D., BANDINI, E. and MASIERO, F. (2020). A nonlinear Bismut–Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces. NoDEA Nonlinear Differential Equations Appl. 27, no. 4, Paper No. 37, 56 pp.

3. ADDONA, D., CAPPA, G. and FERRARI, S. (2020). Domains of elliptic operators on sets in Wiener space. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, no. 1, 2050004, 42 pp.

4. ADDONA, D., CAPPA, G. and FERRARI, S. (2022). On the domain of non-symmetric and, possibly, degenerate Ornstein–Uhlenbeck operators in separable Banach spaces. Atti Accad. Naz. Lincei Rend. Lincei Mat. Appl. 33, no. 2, 297–359.

5. ADDONA, D., MASIERO, F. and PRIOLA, E. (2023). A BSDEs approach to pathwise uniqueness for stochastic evolution equations. J. Differential Equations 366 192–248.

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