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 | |||
Property / author | |||
Property / author: Jiangang Ren / rank | |||
Property / author | |||
Property / author: Hua Zhang / rank | |||
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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fractional regularity | |||
Property / zbMATH Keywords: fractional regularity / rank | |||
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localization | |||
Property / zbMATH Keywords: localization / rank | |||
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Donsker's delta function | |||
Property / zbMATH Keywords: Donsker's delta function / rank | |||
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integration by parts | |||
Property / zbMATH Keywords: integration by parts / rank | |||
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non-Markovian stochastic differential equations | |||
Property / zbMATH Keywords: non-Markovian stochastic differential equations / rank | |||
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Euler scheme | |||
Property / zbMATH Keywords: Euler scheme / rank | |||
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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 | |||
Property / cites work: Real Interpolation of Sobolev Spaces on Subdomains of Rn / rank | |||
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Property / cites work: Smoothness of stopping times of diffusion processes / rank | |||
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Property / cites work: Positivity and lower bounds for the density of Wiener functionals / rank | |||
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Property / cites work: The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function / rank | |||
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Property / cites work: The Malliavin Calculus and Related Topics / rank | |||
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Property / cites work: Fractional order Sobolev spaces on Wiener space / rank | |||
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Property / DOI | |||
Property / DOI: 10.1016/J.SPA.2014.03.010 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 16:33, 9 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Localization of Wiener functionals of fractional regularity and applications |
scientific article |
Statements
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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