It is shown that the differentiation theorem is valid in infinitely dimensional Hilbert space with certain Gaussian measures. The proof uses result from harmonic analysis concerning the behavior of ...

In the Introduction to the Derivative video we introduce the notion of the derivative of a function and explain how the derivative captures the instantaneous rate of change of a function. In the ...

Dmitri Goloubentsev, Evgeny Lakshtanov and Vladimir Piterbarg explain in mathematical terms, and demonstrate using a simple example, how the automatic implicit function theorem, a special version of ...