In mathematics, the H-derivative is a notion of derivative in the study of abstract Wiener spaces and the Malliavin calculus.

Definition

is differentiable. Then the Fréchet derivative is a map

1. ;

, the dual space.

Therefore, define the -derivative by

1. ,

a continuous linear map.

Define the -gradient by

1. .

denotes the adjoint.

See also

• Malliavin derivative

References