Fractional smoothness of functionals of diffusion processes under a change of measure (Q457780): Difference between revisions
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Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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Property / Mathematics Subject Classification ID: 46B70 / rank | |||
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Property / Mathematics Subject Classification ID: 35K10 / rank | |||
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Property / zbMATH DE Number: 6349193 / rank | |||
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parabolic PDE | |||
Property / zbMATH Keywords: parabolic PDE / rank | |||
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qualitative properties of solutions | |||
Property / zbMATH Keywords: qualitative properties of solutions / rank | |||
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diffusion | |||
Property / zbMATH Keywords: diffusion / rank | |||
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interpolation | |||
Property / zbMATH Keywords: interpolation / rank | |||
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Property / Wikidata QID: Q110224748 / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / arXiv ID: 1210.4572 / rank | |||
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Property / OpenAlex ID: W2098822985 / rank | |||
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Latest revision as of 10:37, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Fractional smoothness of functionals of diffusion processes under a change of measure |
scientific article |
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Fractional smoothness of functionals of diffusion processes under a change of measure (English)
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29 September 2014
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parabolic PDE
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qualitative properties of solutions
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diffusion
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interpolation
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