Localization of Wiener functionals of fractional regularity and applications (Q402713): Difference between revisions

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Latest revision as of 16:33, 9 December 2024

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Localization of Wiener functionals of fractional regularity and applications
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    Localization of Wiener functionals of fractional regularity and applications (English)
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    28 August 2014
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    Wiener functionals
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    Malliavin calculus
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    fractional regularity
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    localization
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    Donsker's delta function
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    integration by parts
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    non-Markovian stochastic differential equations
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    Euler scheme
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    convergence rate
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