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)

• Weighted BMO, Riemann-Liouville Type Operators, and Approximation of Stochastic Integrals in Models with Jumps 

  Nguyen, Tran Thuan (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 ...

• 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 ...

• 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 ...