Fractional smoothness of some stochastic integrals

DOI10.1007/s10114-005-0859-zzbMath1120.60056OpenAlexW2065027352MaRDI QIDQ2644332

Xicheng Zhang, Peng Xie

Publication date: 31 August 2007

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-005-0859-z

zbMATH Keywords

interpolationstochastic integralfractional Sobolev space

Mathematics Subject Classification ID

Stochastic integrals (60H05) Local time and additive functionals (60J55)

Related Items (2)

Relatively compact families of functionals on abstract Wiener space and applications ⋮ Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs

Cites Work

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• Smoothness of Brownian local times and related functionals
• Fractional order Sobolev spaces on Wiener space
• Smoothness of stopping times of diffusion processes
• Ray Hölder-continuity for fractional Sobolev spaces in inifinite dimensions and applications
• Smoothness of indicator functions of some sets in Wiener spaces
• Real Interpolation of Sobolev Spaces on Subdomains of Rn
• Smoothness of local times of semimartingales
• Régularité du temps local brownien dans les espaces de Besov-Orlicz

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