Localization of Wiener functionals of fractional regularity and applications (Q402713)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Localization of Wiener functionals of fractional regularity and applications |
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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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