Integration by parts formula and the Stein lemma on abstract Wiener space

  • Kuo H
  • Lee Y
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Abstract

We prove the integration by parts formula for abstract Wiener measures under much weaker conditions than those assumed in [11]. Thus the formula holds for a much larger class of functions. For applications, we characterize the abstract Wiener measures, extend the Stein lemma to infinite dimensions, and evaluate some functional integrals.

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Kuo, H.-H., & Lee, Y.-J. (2011). Integration by parts formula and the Stein lemma on abstract Wiener space. Communications on Stochastic Analysis, 5(2). https://doi.org/10.31390/cosa.5.2.10

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