Fractional order Sobolev spaces on Wiener space
From MaRDI portal
(Redirected from Publication:1326319)
Fractional order Sobolev spaces are introduced on an abstract Wiener space and Donsker's delta functions are defined as generalized Wiener functionals belonging to Sobolev spaces with negative differentiability indices. By using these notions, the regularity in the sense of Hölder continuity of a class of conditional expectations is obtained.
Recommendations
Cites work
- Derivatives of Wiener functionals and absolute continuity of induced measures
- Dirichlet forms and analysis on Wiener space
- scientific article; zbMATH DE number 4072038 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 16926 (Why is no real title available?)
- scientific article; zbMATH DE number 758248 (Why is no real title available?)
- scientific article; zbMATH DE number 3329342 (Why is no real title available?)
- scientific article; zbMATH DE number 3367521 (Why is no real title available?)
- On a characterization of the Sobolev spaces over an abstract Wiener space
- Positive generalized Wiener functions and potential theory over abstract Wiener spaces
- Real Interpolation of Sobolev Spaces on Subdomains of Rn
- Sobolev spaces of Wiener functionals and Malliavin's calculus
- Sur les espaces d'interpolation; dualité.
Cited in
(38)- Differentiable measures and the Malliavin calculus
- Quasi sure quadratic variation of local times of smooth semimartingales.
- Ray Hölder-continuity for fractional Sobolev spaces in inifinite dimensions and applications
- Fractional smoothness of derivative of self-intersection local times
- On a characterization of the Sobolev spaces over an abstract Wiener space
- Gaussian measures on linear spaces
- Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
- Estimates of the difference between two probability densities of Wiener functionals and its application
- The fractional smoothness of integral functionals driven by Brownian motion
- A note on homogeneous Sobolev spaces of fractional order
- On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space
- Comparison of two definitions of Besov classes on infinite-dimensional spaces
- Quasi sure analysis of local times of anticipating smooth semimartingales
- Regularity of local times of random fields
- Fractional smoothness of some stochastic integrals
- scientific article; zbMATH DE number 431882 (Why is no real title available?)
- Random fields and the geometry of Wiener space
- Fractional order Sobolev classes on infinite-dimensional spaces
- scientific article; zbMATH DE number 16926 (Why is no real title available?)
- Localization of Wiener functionals of fractional regularity and applications
- A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts
- Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
- Ornstein–Uhlenbeck operators and semigroups
- scientific article; zbMATH DE number 883595 (Why is no real title available?)
- Smoothness of self-intersection local time of multidimensional fractional Brownian motion
- FRACTIONAL ORDER SOBOLEV SPACES FOR THE NEUMANN LAPLACIAN AND THE VECTOR LAPLACIAN
- White noise delta functions and infinite-dimensional Laplacians
- Decoupling on the Wiener space, related Besov spaces, and applications to BSDEs
- Backward stochastic differential equations with non-Markovian singular terminal values
- Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces
- Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion
- Sobolev and Besov classes on infinite-dimensional spaces
- On Gaussian Nikolskii-Besov classes
- Regularization effects of time integration on Gaussian process functionals
- Quantum analogues of white noise delta functions
- Multiplication operators by white noise delta functions and associated differential equations
- Fractional smoothness for the generalized local time of the indefinite Skorokhod integral
- Interpolation and approximation in \(L_{2}(\gamma )\)
This page was built for publication: Fractional order Sobolev spaces on Wiener space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1326319)
