Fractional smoothness of functionals of diffusion processes under a change of measure (Q457780)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional smoothness of functionals of diffusion processes under a change of measure |
scientific article |
Statements
Fractional smoothness of functionals of diffusion processes under a change of measure (English)
0 references
29 September 2014
0 references
parabolic PDE
0 references
qualitative properties of solutions
0 references
diffusion
0 references
interpolation
0 references
