Fractional smoothness of functionals of diffusion processes under a change of measure (Q457780)
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scientific article; zbMATH DE number 6349193
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional smoothness of functionals of diffusion processes under a change of measure |
scientific article; zbMATH DE number 6349193 |
Statements
Fractional smoothness of functionals of diffusion processes under a change of measure (English)
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29 September 2014
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parabolic PDE
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qualitative properties of solutions
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diffusion
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interpolation
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