Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals (Q4569652)
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scientific article; zbMATH DE number 6895023
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| English | Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals |
scientific article; zbMATH DE number 6895023 |
Statements
27 June 2018
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Malliavin calculus
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Hölder continuity of diffusion local times
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distributional Itô's formula
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smoothing effect brought by time-integral
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0.9003918
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0.8994648
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0.89926237
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0.89809525
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0.8955329
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