Smoothness of Brownian local times and related functionals (Q1202912): Difference between revisions
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Property / cites work: Multiple Wiener integral / rank | |||
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Property / cites work: Lectures on stochastic differential equations and Malliavin calculus / rank | |||
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Latest revision as of 13:27, 17 May 2024
scientific article
Language | Label | Description | Also known as |
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English | Smoothness of Brownian local times and related functionals |
scientific article |
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Smoothness of Brownian local times and related functionals (English)
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26 May 1993
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Brownian local time
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Malliavin calculus
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Brownian motion
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Sobolev space
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integrability properties of the composition of the Dirac function
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Wiener integral
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