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Non-Gaussian Malliavin Calculus on Real Lie Algebras

Abstract : The non-commutative Malliavin calculus on the Heisenberg-Weyl algebra is extended to the affine algebra. A differential calculus and a non-commutative integration by parts are established. As an application we obtain sufficient conditions for the smoothness of Wignertypelaws of non-commutativerandom variables with gamma or continuous binomial marginals.
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Contributor : Agnès Vidard Connect in order to contact the contributor
Submitted on : Monday, January 9, 2006 - 11:11:03 AM
Last modification on : Saturday, October 16, 2021 - 11:26:08 AM

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Uwe Franz, Nicolas Privault, René Schott. Non-Gaussian Malliavin Calculus on Real Lie Algebras. Journal of Functional Analysis, Elsevier, 2005, 218 (2), pp.347--371. ⟨10.1016/j.jfa.2004.02.004⟩. ⟨inria-00000971⟩



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