Differentiability in infinite dimension and the Malliavin calculus
arXiv:2308.05004 · doi:10.1214/24-PS26
Abstract
In this paper we study two notions of differentiability introduced by P. Cannarsa and G. Da Prato (see [28]) and L. Gross (see [56]) in both the framework of infinite dimensional analysis and the framework of Malliavin calculus.