Localization of Wiener functionals of fractional regularity and applications (Q402713): Difference between revisions
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| Property / author: Hua Zhang / rank | |||
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| Property / Mathematics Subject Classification ID: 60H07 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| 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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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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Revision as of 16:44, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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