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Smoothness of Brownian local times and related functionals - MaRDI portal

Smoothness of Brownian local times and related functionals (Q1202912)

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scientific article; zbMATH DE number 109456
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English
Smoothness of Brownian local times and related functionals
scientific article; zbMATH DE number 109456

    Statements

    Smoothness of Brownian local times and related functionals (English)
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    26 May 1993
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    Brownian local time
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    Malliavin calculus
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    Brownian motion
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    Sobolev space
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    integrability properties of the composition of the Dirac function
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    Wiener integral
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