Weighted Stochastic Sobolev Spaces and B
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David Nualart; Boris Rozovskii
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Article
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1997
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Elsevier Science
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English
⚖ 426 KB
In this paper we develop basic elements of Malliavin calculus on a weighted L 2 (0). This class of generalized Wiener functionals is a Hilbert space. It turns out to be substantially smaller than the space of Hida distributions while large enough to accommodate solutions of bilinear stochastic PDEs.