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Journal Articles Journal of Functional Analysis Year : 2005

Non-Gaussian Malliavin Calculus on Real Lie Algebras

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 Wignertypelaws of non-commutativerandom variables with gamma or continuous binomial marginals.

Dates and versions

inria-00000971 , version 1 (09-01-2006)

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Uwe Franz, Nicolas Privault, René Schott. Non-Gaussian Malliavin Calculus on Real Lie Algebras. Journal of Functional Analysis, 2005, 218 (2), pp.347--371. ⟨10.1016/j.jfa.2004.02.004⟩. ⟨inria-00000971⟩
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