Gevrey regularity of C3-functionals and stochastic calculus of variation

DOI10.1080/17442509308833848MaRDI QIDQ4286672zbMATH OpenOpenAlexFDO

Authors Jean-Jacques Prat

Publication date 29 August 1994

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509308833848

zbMATH Keywords

Gevrey regularitystochastic calculus of variationBrownian additive functionalsstrong regularity result

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes and stochastic analysis on manifolds (58J65) Local time and additive functionals (60J55)

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