Malliavin smoothness on the Lévy space with Hölder continuous or \(B V\) functionals
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Publication:2186647
DOI10.1016/j.spa.2020.01.016zbMath1456.60115arXiv1806.04178OpenAlexW3003630663WikidataQ109744818 ScholiaQ109744818MaRDI QIDQ2186647
Publication date: 9 June 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.04178
Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07)
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Cites Work
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