Fractional smoothness of functionals of diffusion processes under a change of measure
type: Item
instance of: scholarly article
title: Fractional smoothness of functionals of diffusion processes under a change of measure
zbMATH Open document ID: 1386.60238
author: Stefan Geiss
author: Emmanuel Gobet
published in: Electronic Communications in Probability
publication date: 2014-09-29T00:00:00Z
full work available at URL: https://arxiv.org/abs/1210.4572
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 46B70
Mathematics Subject Classification ID: 35K10
zbMATH DE Number: 6349193
zbMATH Keywords: parabolic PDE
zbMATH Keywords: qualitative properties of solutions
zbMATH Keywords: diffusion
zbMATH Keywords: interpolation
Wikidata QID: Q110224748
MaRDI profile type: Publication
arXiv ID: 1210.4572
OpenAlex ID: W2098822985
DOI: 10.1214/ECP.V19-2786
description: scientific article; zbMATH DE number 6349193