Fractional smoothness of functionals of diffusion processes under a change of measure

DOI10.1214/ECP.v19-2786zbMath1386.60238arXiv1210.4572OpenAlexW2098822985WikidataQ110224748 ScholiaQ110224748MaRDI QIDQ457780

Emmanuel Gobet, Stefan Geiss

Publication date: 29 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.4572

zbMATH Keywords

interpolationdiffusionparabolic PDEqualitative properties of solutions

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Interpolation between normed linear spaces (46B70) Second-order parabolic equations (35K10)

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