Localization of Wiener functionals of fractional regularity and applications (Q402713)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Localization of Wiener functionals of fractional regularity and applications |
scientific article; zbMATH DE number 6335309
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Localization of Wiener functionals of fractional regularity and applications |
scientific article; zbMATH DE number 6335309 |
Statements
Localization of Wiener functionals of fractional regularity and applications (English)
0 references
28 August 2014
0 references
Wiener functionals
0 references
Malliavin calculus
0 references
fractional regularity
0 references
localization
0 references
Donsker's delta function
0 references
integration by parts
0 references
non-Markovian stochastic differential equations
0 references
Euler scheme
0 references
convergence rate
0 references
0 references
0 references
0 references
