Abstract

In this paper, we first derive some explicit formulas for the computation of the n-th order divergence operator in Malliavin calculus for the one-dimensional case. We then extend these results to the case of isonormal Gaussian space. Our results generalize some of the known results for the divergence operator. Our approach in deriving the formulas is new and simple.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call