Resumen de A differential calculus for linear operators represented by stochastic processes
We introduce a differential calculus for linear operators represented by stochastic processes. Such a calculus is based on the notions of g¿derived operators and processes and g¿integrating measures, g being a right¿continuous nondecreasing function. Depending on the choice of g, this differential calculus works for non¿smooth functions and under weak integrability conditions. A characterization criterion of g¿differentiability in terms of characteristic functions is given. Various illustrative examples are provided.
