Resumen de Integration-by-parts characterizations of Gaussian processes

Ehsan Azmoodeh, Tommi Sottinen, Ciprian A. Tudor , Lauri Viitasaari

• 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.