Gradient and Divergence

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

If we put a measure on a Banach space, functions defined on it become random variables and are thus defined up to a negligeable set. This ruins the possibility to use Fréchet calculus on such a space. The Cameron-Martin theorem says that we must restrict the directions in which we can derive to a dense but negligeable set. Hence the importance of the Gross-Sobolev-Malliavin gradient we define now.

Original languageEnglish
Title of host publicationBocconi and Springer Series
PublisherSpringer-Verlag Italia s.r.l.
Pages25-59
Number of pages35
DOIs
Publication statusPublished - 1 Jan 2022

Publication series

NameBocconi and Springer Series
Volume10
ISSN (Print)2039-1471
ISSN (Electronic)2039-148X

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