Malliavin and Dirichlet structures for independent random variables
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DOI: 10.1016/j.spa.2018.07.019
Abstract: On any denumerable product of probability spaces, we construct a Malliavin gradient and then a divergence and a number operator. This yields a Dirichlet structure which can be shown to approach the usual structures for… read more here.
Keywords: random variables; structures independent; malliavin dirichlet; dirichlet structures ... See more keywords