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A note on the Malliavin-Sobolev spaces (1501.01777v1)
Published 8 Jan 2015 in math.PR
Abstract: In this paper, we provide a strong formulation of the stochastic G{^a}teaux differentiability in order to study the sharpness of a new characterization, introduced in [6], of the Malliavin-Sobolev spaces. We also give a new internal structure of these spaces in the sense of sets inclusion.
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