Showing items with similar title or keywords.

• On fractional smoothness and approximations of stochastic integrals 

  Toivola, Anni (University of Jyväskylä, 2009)

• On Malliavin calculus and approximation of stochastic integrals for Lévy processes 

  Laukkarinen, Eija (University of Jyväskylä, 2012)

• 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 ...

• Decoupling on the Wiener space and variational estimates for BSDEs 

  Ylinen, Juha (University of Jyväskylä, 2015)

• Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals 

  Laukkarinen, Eija (2020)

  We consider Malliavin smoothness of random variables f(X1), where X is a purejump Lévy process and the functionfis either bounded and Hölder continuousor of bounded variation. We show that Malliavin differentiability and ...