Smoothness of indicator functions of some sets in Wiener spaces

DOI10.1016/S0021-7824(00)00155-0MaRDI QIDQ1583568zbMATH OpenOpenAlexFDO

Authors Hélène Airault, Xicheng Zhang

Publication date 29 October 2000

Published in Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0021-7824(00)00155-0

zbMATH Keywords

Wiener spacesSobolev norm

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

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• Fractional smoothness of some stochastic integrals
• Stochastic differential equations with Sobolev drifts and driven by -stable processes

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