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H-derivative : ウィキペディア英語版 | H-derivative
In mathematics, the ''H''-derivative is a notion of derivative in the study of abstract Wiener spaces and the Malliavin calculus. ==Definition==
Let be an abstract Wiener space, and suppose that is differentiable. Then the Fréchet derivative is a map :; i.e., for , is an element of , the dual space to . Therefore, define the -derivative at by :, a continuous linear map on . Define the -gradient by :. That is, if denotes the adjoint of , we have .
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