Integration-by-parts characterizations of Gaussian processes

• Autores: Ehsan Azmoodeh, Tommi Sottinen, Ciprian A. Tudor , Lauri Viitasaari
• Localización: Collectanea mathematica, ISSN 0010-0757, Vol. 72, Fasc. 1, 2021, págs. 25-41
• Idioma: inglés
• DOI: 10.1007/s13348-019-00278-x
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• Resumen

  • The Malliavin integration-by-parts formula is a key ingredient to develop stochastic analysis on the Wiener space. In this article we show that a suitable integration-by-parts formula also characterizes a wide class of Gaussian processes, the so-called Gaussian Fredholm processes.