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Ukrainian Mathematical Journal

, Volume 53, Issue 1, pp 134–140 | Cite as

Higher-Order Relations for Derivatives of Nonlinear Diffusion Semigroups

  • A. Val. Antonyuk
  • A. Vik. Antonyuk
Article
  • 23 Downloads

Abstract

We show that a special choice of the Cameron–Martin direction in the characterization of the Wiener measure via the formula of integration by parts leads to a set of natural representations for derivatives of nonlinear diffusion semigroups. In particular, we obtain a final solution of the non-Lipschitz singularities in the Malliavin calculus.

Keywords

Final Solution Special Choice Nonlinear Diffusion Natural Representation Wiener Measure 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Plenum Publishing Corporation 2001

Authors and Affiliations

  • A. Val. Antonyuk
    • 1
  • A. Vik. Antonyuk
    • 1
  1. 1.Institute of MathematicsUkrainian Academy of SciencesKiev

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