On approximation of a class of stochastic integrals and interpolation

DOI10.1080/10451120410001728445MaRDI QIDQ4821628zbMATH OpenOpenAlexWikidataFDO

Publication date 21 October 2004

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10451120410001728445

approximation interpolation Sobolev space stochastic integral

Rate of convergence, degree of approximation (41A25) Interpolation between normed linear spaces (46B70) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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