The fractional smoothness of integral functionals driven by Brownian motion (Q2105390)
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scientific article; zbMATH DE number 7629098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fractional smoothness of integral functionals driven by Brownian motion |
scientific article; zbMATH DE number 7629098 |
Statements
The fractional smoothness of integral functionals driven by Brownian motion (English)
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8 December 2022
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smoothness
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Malliavin calculus
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Brownian local time
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Cauchy's principal value
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Marchaud fractional derivative
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