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Non-Gaussian Malliavin calculus on real Lie algebras
- Source :
-
Journal of Functional Analysis . Jan2005, Vol. 218 Issue 2, p347-371. 25p. - Publication Year :
- 2005
-
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 Wigner-type laws of non-commutative random variables with gamma or continuous binomial marginals. [Copyright &y& Elsevier]
- Subjects :
- *CALCULUS
*MATHEMATICAL analysis
*STOCHASTIC analysis
*MATHEMATICAL statistics
Subjects
Details
- Language :
- English
- ISSN :
- 00221236
- Volume :
- 218
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Journal of Functional Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 15450647
- Full Text :
- https://doi.org/10.1016/j.jfa.2004.02.004