Skip to Main content Skip to Navigation
Journal articles

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.
Document type :
Journal articles
Complete list of metadata

https://hal.inria.fr/inria-00000971
Contributor : Agnès Vidard <>
Submitted on : Monday, January 9, 2006 - 11:11:03 AM
Last modification on : Friday, February 26, 2021 - 3:22:08 AM

Identifiers

Collections

Citation

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⟩

Share

Metrics

Record views

178