The fractional smoothness of integral functionals driven by Brownian motion
type: Item
instance of: scholarly article
title: The fractional smoothness of integral functionals driven by Brownian motion
zbMATH Open document ID: 1499.60173
author: Xiaoyan Xu
author: Xianye Yu
published in: Statistics \& Probability Letters
publication date: 2022-12-08T00:00:00Z
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 7629098
zbMATH Keywords: smoothness
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: Brownian local time
zbMATH Keywords: Cauchy's principal value
zbMATH Keywords: Marchaud fractional derivative
MaRDI profile type: Publication
full work available at URL: j.spl.2022.109717
OpenAlex ID: W4306804080
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DOI: 10.1016/J.SPL.2022.109717
description: scientific article; zbMATH DE number 7629098