The fractional smoothness of integral functionals driven by Brownian motion (Q2105390)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The fractional smoothness of integral functionals driven by Brownian motion
scientific article

    Statements

    The fractional smoothness of integral functionals driven by Brownian motion (English)
    0 references
    0 references
    0 references
    8 December 2022
    0 references
    smoothness
    0 references
    Malliavin calculus
    0 references
    Brownian local time
    0 references
    Cauchy's principal value
    0 references
    Marchaud fractional derivative
    0 references

    Identifiers