Open Research Index

lean-malliavin

Ezzeri Esa

Palomar Registrypalomar/PALOMAR-2026-08-31-000018Aug 31, 2026math.PRscore 0

Malliavin calculus on abstract Gaussian Banach spaces, formalized in Lean 4 against Mathlib. The repository contains two Comparator configurations: one registered (core, via comparator.json, pinned at commit 29c57b3) and one pending (Clark--Ocone, via comparator-clark-ocone.json). The proof library (52 files) builds from Cameron--Martin quasi-invariance through the Wiener chaos decomposition and Itô isometry to the full representation formula.

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