Integration-by-Parts Characterizations of Gaussian Processes
classification
🧮 math.PR
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gaussianintegration-by-partsprocessesformulaanalysisarticlecharacterizationscharacterizes
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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.
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