Integration by parts formula and the Stein lemma on abstract Wiener space | Zendy

Hui-Hsiung Kuo | Zendy; Yuh-Jia Lee | Zendy

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Integration by parts formula and the Stein lemma on abstract Wiener space

Author(s) -

Hui-Hsiung Kuo,

Yuh-Jia Lee

Publication year - 2011

Publication title -

communications on stochastic analysis

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.224

H-Index - 10

eISSN - 2688-6669

pISSN - 0973-9599

DOI - 10.31390/cosa.5.2.10

Subject(s) - lemma (botany) , mathematics , space (punctuation) , integration by parts , integral representation theorem for classical wiener space , algebra over a field , pure mathematics , calculus (dental) , mathematical analysis , philosophy , linguistics , functional integration , medicine , integral equation , ecology , poaceae , dentistry , biology

We prove the integration by parts formula for abstract Wiener measures under much weaker conditions than those assumed in (11). Thus the formula holds for a much larger class of functions. For applications, we characterize the abstract Wiener measures, extend the Stein lemma to innite dimensions, and evaluate some functional integrals.

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