{
  "id": "1904.02890",
  "version": "v1",
  "published": "2019-04-05T06:51:48.000Z",
  "updated": "2019-04-05T06:51:48.000Z",
  "title": "Integration-by-Parts Characterizations of Gaussian Processes",
  "authors": [
    "Ehsan Azmoodeh",
    "Tommi Sottinen",
    "Ciprian A. Tudor",
    "Lauri Viitasaari"
  ],
  "comment": "Keywords: Gaussian processes, Malliavin calculus, Stein's lemma",
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-04-05T06:51:48.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G15",
      "60G12",
      "60H07"
    ],
    "keywords": [
      "gaussian processes",
      "integration-by-parts characterizations",
      "gaussian fredholm processes",
      "malliavin integration-by-parts formula",
      "wide class"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}