On the Variational Regularity of Cameron-Martin paths
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Publication:6241876
arXiv1305.2943MaRDI QIDQ6241876
Sebastian Riedel, Peter K. Friz, Benjamin Gess
Publication date: 13 May 2013
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Sample path properties (60G17) Applications of functional analysis in probability theory and statistics (46N30)