搜索结果: 1-2 共查到“数学 Fractional smoothness”相关记录2条 . 查询时间(0.515 秒)
This overview article concerns the notion of fractional smoothness of random variables of the form $g(X_T)$, where $X=(X_t)_{t\in [0,T]}$ is a certain diffusion process. We review the connection to th...
Fractional Smoothness of Some Stochastic Integrals
fractional Sobolev space stochastic integral interpolation
2007/12/12
We study the fractional smoothness in the sense of Malliavin calculus of stochastic integrals of the form $\int_0^1\p(X_s)dX_s$, where $X_s$ is a semimartingale and $\p$ belongs to some fractional Sob...