Fractional smoothness of functionals of diffusion processes under a change of measure
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Publication:457780
DOI10.1214/ECP.v19-2786zbMath1386.60238arXiv1210.4572WikidataQ110224748 ScholiaQ110224748MaRDI QIDQ457780
Publication date: 29 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.4572
60H30: Applications of stochastic analysis (to PDEs, etc.)
46B70: Interpolation between normed linear spaces
35K10: Second-order parabolic equations
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