Fractional smoothness of some stochastic integrals
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Publication:2644332
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- Fractional order Sobolev spaces on Wiener space
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- scientific article; zbMATH DE number 1014073 (Why is no real title available?)
- scientific article; zbMATH DE number 785439 (Why is no real title available?)
- Ray Hölder-continuity for fractional Sobolev spaces in inifinite dimensions and applications
- Real Interpolation of Sobolev Spaces on Subdomains of Rn
- Régularité du temps local brownien dans les espaces de Besov-Orlicz
- Smoothness of Brownian local times and related functionals
- Smoothness of indicator functions of some sets in Wiener spaces
- Smoothness of local times of semimartingales
- Smoothness of stopping times of diffusion processes
Cited in
(6)- Relatively compact families of functionals on abstract Wiener space and applications
- A note on Malliavin fractional smoothness for Lévy processes and approximation
- Decoupling on the Wiener space, related Besov spaces, and applications to BSDEs
- Fractional smoothness and applications in finance
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