Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
type: Item
instance of: scholarly article
zbMATH Open document ID: 1391.60128
author: Takafumi Amaba
author: Yoshihiro Ryu
publication date: 2018-06-27T00:00:00Z
full work available at URL: https://arxiv.org/abs/1607.03596
full work available at URL: 15-27.pdf
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J35
zbMATH DE Number: 6895023
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: Hölder continuity of diffusion local times
zbMATH Keywords: distributional Itô's formula
zbMATH Keywords: smoothing effect brought by time-integral
MaRDI profile type: Publication
arXiv classification: math.PR
arXiv ID: 1607.03596
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description: scientific article; zbMATH DE number 6895023