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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    Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
    scientific article; zbMATH DE number 6895023

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      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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      math.PR
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