Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
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Publication:4569652
zbMath1391.60128arXiv1607.03596MaRDI QIDQ4569652
Publication date: 27 June 2018
Full work available at URL: https://arxiv.org/abs/1607.03596
Malliavin calculusdistributional Itô's formulaHölder continuity of diffusion local timessmoothing effect brought by time-integral
Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Transition functions, generators and resolvents (60J35)
Cites Work
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