Integration-by-Parts Characterizations of Gaussian Processes

Published 5 Apr 2019 in math.PR | (1904.02890v1)

Abstract: The Malliavin integration-by-parts formula is a key ingredient to develop stochastic analysis on the Wiener space. In this article we show that a suitable integration-by-parts formula also characterizes a wide class of Gaussian processes, the so-called Gaussian Fredholm processes.

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