Blar i Publikasjoner fra CRIStin (NHH) på forfatter "Vives, Josep"
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A Malliavin-Skorohod calculus in L^0 and L^1 for additive and Volterra-type processes
Di Nunno, Giulia; Vives, Josep (Peer reviewed; Journal article, 2017)In this paper we develop a Malliavin–Skorohod type calculus for additive processes in the L1 and L1 settings, extending the probabilistic interpretation of the Malliavin–Skorohod operators to this context. We prove calculus ...