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

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Property / DOI
 
Property / DOI: 10.1016/j.spa.2014.03.010 / rank
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Property / author
 
Property / author: Jiangang Ren / rank
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Property / author
 
Property / author: Hua Zhang / rank
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Property / author
 
Property / author: Hua Zhang / rank
 
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Property / author
 
Property / author: Jiangang Ren / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H07 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H10 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H35 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65C30 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6335309 / rank
 
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Property / zbMATH Keywords
 
Wiener functionals
Property / zbMATH Keywords: Wiener functionals / rank
 
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Property / zbMATH Keywords
 
Malliavin calculus
Property / zbMATH Keywords: Malliavin calculus / rank
 
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Property / zbMATH Keywords
 
fractional regularity
Property / zbMATH Keywords: fractional regularity / rank
 
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Property / zbMATH Keywords
 
localization
Property / zbMATH Keywords: localization / rank
 
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Property / zbMATH Keywords
 
Donsker's delta function
Property / zbMATH Keywords: Donsker's delta function / rank
 
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Property / zbMATH Keywords
 
integration by parts
Property / zbMATH Keywords: integration by parts / rank
 
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Property / zbMATH Keywords
 
non-Markovian stochastic differential equations
Property / zbMATH Keywords: non-Markovian stochastic differential equations / rank
 
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Property / zbMATH Keywords
 
Euler scheme
Property / zbMATH Keywords: Euler scheme / rank
 
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Property / zbMATH Keywords
 
convergence rate
Property / zbMATH Keywords: convergence rate / rank
 
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Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / OpenAlex ID
 
Property / OpenAlex ID: W2065758289 / rank
 
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Property / arXiv ID
 
Property / arXiv ID: 1304.4316 / rank
 
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Property / cites work
 
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links / mardi / namelinks / mardi / name
 

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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    Identifiers

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