On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space

DOI10.1214/13-AOP884zbMath1343.60068arXiv1206.5415OpenAlexW2078734385WikidataQ109746488 ScholiaQ109746488MaRDI QIDQ2338911

Stefan Geiss, Anni Toivola

Publication date: 27 March 2015

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.5415

zbMATH Keywords

Besov spacesfractional integrationreal interpolationstochastic integralsstochastic analysisRiemann-Liouville operatorsGaussian space\(L^p\)-approximation

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Fractional derivatives and integrals (26A33) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Interpolation between normed linear spaces (46B70) Rate of convergence, degree of approximation (41A25)

Related Items

Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition ⋮ Sobolev and Besov classes on infinite-dimensional spaces ⋮ Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs ⋮ Ornstein–Uhlenbeck operators and semigroups

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