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Non-Gaussian Malliavin calculus on real Lie algebras |
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| Authors: | Uwe Franz René Schott |
| Institution: | a Institut Für Mathematik und Informatik, Ernst-Moritz-Arndt-Universität Greifswald, Jahnstrasse 15a, Greifswald D-17487, Germany b Département de Mathématiques, Université de la Rochelle, la Rochelle F-17042, France c Institut Elie Cartan and Loria, BP 239, Université H. Poincaré-Nancy I, Vandœuvre-lès-Nancy F-54506, France |
| 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: | 60E07 60H07 43A80 22E70 |
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