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Formulas for the divergence operator in isonormal Gaussian space
Journal
Statistics and Probability Letters
ISSN
01677152
Date Issued
2023-03-01
Author(s)
Levental, S.
Vellaisamy, P.
Abstract
In this paper, we first derive some explicit formulas for the computation of the n-th order divergence operator in Malliavin calculus for 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.
Subjects