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
Published in
The Annals of ProbabilityDate
2015Copyright
© 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.
Publisher
Institute of Mathematical StatisticsISSN Search the Publication Forum
0091-1798Keywords
Publication in research information system
https://converis.jyu.fi/converis/portal/detail/Publication/22219714
Metadata
Show full item recordCollections
Related items
Showing items with similar title or keywords.
-
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) -
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 ... -
Fast Computation by Subdivision of Multidimensional Splines and Their Applications
Averbuch, Amir; Neittaanmäki, Pekka; Shabat, Gil; Zheludev, Valery (Yokohama Publishers, 2016)We present theory and algorithms for fast explicit computations of uni- and multi-dimensional periodic splines of arbitrary order at triadic rational points and of splines of even order at diadic rational points. The ...