Explict Formulas for the Divergence Operator in Isonormal Gaussian Space

S. Levental; P. Vellaisamy

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arXiv · 2005.12032

Explict Formulas for the Divergence Operator in Isonormal Gaussian Space

S. Levental·P. Vellaisamy

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Abstract

In this paper, we first derive some explicit formulas for the computation of the n-th order divergence operator in Malliavin calculus in the one-dimensional case. We then extend these results to the case of isonormal Gaussian space. Our results generalize some of the known results for the divergence operator. Our approach in deriving the formulas is new and simple.

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S. Levental, P. Vellaisamy. 2020-05-25. Explict Formulas for the Divergence Operator in Isonormal Gaussian Space. https://arxiv.org/abs/2005.12032

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