A note on Malliavin fractional smoothness for Lévy processes and approximation
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Publication:372808
DOI10.1007/s11118-012-9326-5zbMath1295.60057arXiv1201.0389WikidataQ110022165 ScholiaQ110022165MaRDI QIDQ372808
Eija Laukkarinen, Stefan Geiss, Christel Geiss
Publication date: 21 October 2013
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.0389
60G51: Processes with independent increments; Lévy processes
46E35: Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems
60H07: Stochastic calculus of variations and the Malliavin calculus
41A05: Interpolation in approximation theory
41A25: Rate of convergence, degree of approximation
Related Items
L2-convergence rate for the discretization error of functions of Lévy process, Permutation invariant functionals of Lévy processes, Bernstein-Jackson inequalities on Gaussian Hilbert spaces, \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions, Malliavin smoothness on the Lévy space with Hölder continuous or \(B V\) functionals, On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space
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