most citedDenseness of certain smooth Lévy functionals in $\DD_{1,2}$

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math.PR2008★ 1 cited

Denseness of certain smooth Lévy functionals in $\DD_{1,2}$

Christel Geiss, Eija Laukkarinen

The Malliavin derivative for a Lévy process can be defined on the space $\DD_{1,2}$ using a chaos expansion or in the case of a pure jump process also via an increment quot…