|
|||||
|
|
Non-Gaussian Malliavin calculus on real Lie algebras |
|
| Authors: | Uwe Franz,René Schott |
| Affiliation: | 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 |
| 本文献已被 ScienceDirect 等数据库收录！ | |