Title of article
Non-Gaussian Malliavin calculus on real Lie algebras
Author/Authors
Uwe Franz، نويسنده , , Nicolas Privault، نويسنده , , René Schott، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
25
From page
347
To page
371
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.
Keywords
Wigner laws , Lie algebras , Malliavin calculus , Infinitely divisible distributions
Journal title
Journal of Functional Analysis
Serial Year
2005
Journal title
Journal of Functional Analysis
Record number
761911
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