TY - JOUR
AU - A. M. Kulik
PY - 2002/02/25
Y2 - 2024/11/12
TI - Malliavin Calculus for Functionals with Generalized Derivatives and Some Applications to Stable Processes
JF - Ukrainsâ€™kyi Matematychnyi Zhurnal
JA - Ukr. Mat. Zhurn.
VL - 54
IS - 2
SE - Research articles
DO -
UR - https://umj.imath.kiev.ua/index.php/umj/article/view/4057
AB - We introduce the notion of a generalized derivative of a functional on a probability space with respect to some formal differentiation. We establish a sufficient condition for the existence of the distribution density of a functional in terms of its generalized derivative. This result is used for the proof of the smoothness of the distribution of the local time of a stable process.
ER -