2017
Том 69
№ 9

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Higher-Order Relations for Derivatives of Nonlinear Diffusion Semigroups

Antoniouk A. Val., Antoniouk A. Vict.

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Abstract

We show that a special choice of the Cameron–Martin direction in the characterization of the Wiener measure via the formula of integration by parts leads to a set of natural representations for derivatives of nonlinear diffusion semigroups. In particular, we obtain a final solution of the non-Lipschitz singularities in the Malliavin calculus.

English version (Springer): Ukrainian Mathematical Journal 53 (2001), no. 1, pp 134-140.

Citation Example: Antoniouk A. Val., Antoniouk A. Vict. Higher-Order Relations for Derivatives of Nonlinear Diffusion Semigroups // Ukr. Mat. Zh. - 2001. - 53, № 1. - pp. 117-122.

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