On approximation of a class of stochastic integrals and interpolation

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Publication:4821628


DOI10.1080/10451120410001728445zbMath1060.60056WikidataQ110035675 ScholiaQ110035675MaRDI QIDQ4821628

Christel Geiss, Stefan Geiss

Publication date: 21 October 2004

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

Full work available at URL: https://doi.org/10.1080/10451120410001728445


46E35: Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

46B70: Interpolation between normed linear spaces

41A25: Rate of convergence, degree of approximation


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