On fractional smoothness and Lp-approximation on the Wiener space
Geiss, S., & Toivola, A. (2015). On fractional smoothness and Lp-approximation on the Wiener space. The Annals of Probability, 43(2), 605-638. https://doi.org/10.1214/13-AOP884
Julkaistu sarjassa
The Annals of ProbabilityPäivämäärä
2015Tekijänoikeudet
© Institute of Mathematical Statistics 2015. This is a final draft version of an article whose final and definitive form has been published by Institute of Mathematical Statistics.
Julkaisija
Institute of Mathematical StatisticsISSN Hae Julkaisufoorumista
0091-1798Asiasanat
Julkaisu tutkimustietojärjestelmässä
https://converis.jyu.fi/converis/portal/detail/Publication/22219714
Metadata
Näytä kaikki kuvailutiedotKokoelmat
Samankaltainen aineisto
Näytetään aineistoja, joilla on samankaltainen nimeke tai asiasanat.
-
On Malliavin calculus and approximation of stochastic integrals for Lévy processes
Laukkarinen, Eija (University of Jyväskylä, 2012) -
On fractional smoothness and approximations of stochastic integrals
Toivola, Anni (University of Jyväskylä, 2009) -
Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
Geiss, Stefan; Ylinen, Juha (American Mathematical Society, 2021)We introduce a decoupling method on the Wiener space to define a wide class of anisotropic Besov spaces. The decoupling method is based on a general distributional approach and not restricted to the Wiener space. The class ... -
Weighted BMO, Riemann-Liouville Type Operators, and Approximation of Stochastic Integrals in Models with Jumps
Nguyen, Tran Thuan (Jyväskylän yliopisto, 2020)This thesis investigates the interplay between weighted bounded mean oscillation (BMO), Riemann–Liouville type operators applied to càdlàg processes, real interpolation, gradient type estimates for functionals on the ... -
Gamma-convergence of Gaussian fractional perimeter
Carbotti, Alessandro; Cito, Simone; La Manna, Domenico Angelo; Pallara, Diego (De Gruyter, 2023)We prove the Γ-convergence of the renormalised Gaussian fractional s-perimeter to the Gaussian perimeter as s→1−. Our definition of fractional perimeter comes from that of the fractional powers of Ornstein–Uhlenbeck operator ...
Ellei toisin mainittu, julkisesti saatavilla olevia JYX-metatietoja (poislukien tiivistelmät) saa vapaasti uudelleenkäyttää CC0-lisenssillä.