Weak differentiability of Wiener functionals and occupation times (Q1990962)
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scientific article; zbMATH DE number 6967574
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| English | Weak differentiability of Wiener functionals and occupation times |
scientific article; zbMATH DE number 6967574 |
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Weak differentiability of Wiener functionals and occupation times (English)
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29 October 2018
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Wiener functionals
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Young integral
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\(p\)-variation
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\((p, q)\)-bivariation
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local-times
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Brownian motion
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0.7698604464530945
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0.7544069290161133
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0.728983461856842
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0.7281004190444946
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