Localization of Wiener functionals of fractional regularity and applications (Q402713)
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scientific article; zbMATH DE number 6335309
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| English | Localization of Wiener functionals of fractional regularity and applications |
scientific article; zbMATH DE number 6335309 |
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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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0.8028613328933716
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0.7921551465988159
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