A note on Malliavin smoothness on the Lévy space
| dc.contributor.author | Laukkarinen, Eija | |
| dc.date.accessioned | 2017-07-03T04:32:06Z | |
| dc.date.available | 2017-07-03T04:32:06Z | |
| dc.date.issued | 2017 | |
| dc.identifier.citation | Laukkarinen, E. (2017). A note on Malliavin smoothness on the Lévy space. <i>Electronic Communications in Probability</i>, <i>22</i>, Article 34. <a href="https://doi.org/10.1214/17-ECP65" target="_blank">https://doi.org/10.1214/17-ECP65</a> | |
| dc.identifier.other | CONVID_27101247 | |
| dc.identifier.uri | https://jyx.jyu.fi/handle/123456789/54779 | |
| dc.description.abstract | We consider Malliavin calculus based on the Itô chaos decomposition of square integrable random variables on the Lévy space. We show that when a random variable satisfies a certain measurability condition, its differentiability and fractional differentiability can be determined by weighted Lebesgue spaces. The measurability condition is satisfied for all random variables if the underlying Lévy process is a compound Poisson process on a finite time interval. | |
| dc.language.iso | eng | |
| dc.publisher | University of Washington | |
| dc.relation.ispartofseries | Electronic Communications in Probability | |
| dc.subject.other | Lévy process | |
| dc.subject.other | Malliavin calculus | |
| dc.title | A note on Malliavin smoothness on the Lévy space | |
| dc.type | research article | |
| dc.identifier.urn | URN:NBN:fi:jyu-201706303191 | |
| dc.contributor.laitos | Matematiikan ja tilastotieteen laitos | fi |
| dc.contributor.laitos | Department of Mathematics and Statistics | en |
| dc.contributor.oppiaine | Matematiikka | fi |
| dc.contributor.oppiaine | Mathematics | en |
| dc.type.uri | http://purl.org/eprint/type/JournalArticle | |
| dc.date.updated | 2017-06-30T09:15:20Z | |
| dc.type.coar | http://purl.org/coar/resource_type/c_2df8fbb1 | |
| dc.description.reviewstatus | peerReviewed | |
| dc.relation.issn | 1083-589X | |
| dc.relation.numberinseries | 0 | |
| dc.relation.volume | 22 | |
| dc.type.version | publishedVersion | |
| dc.rights.copyright | © the Author, 2017. This is an open access article distributed under the terms of a Creative Commons License. | |
| dc.rights.accesslevel | openAccess | fi |
| dc.type.publication | article | |
| dc.subject.yso | interpolointi | |
| dc.subject.yso | matematiikka | |
| dc.subject.yso | tila | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p14376 | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p3160 | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p7432 | |
| dc.rights.url | https://creativecommons.org/licenses/by/2.5/legalcode | |
| dc.relation.doi | 10.1214/17-ECP65 | |
| dc.type.okm | A1 |
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Ellei muuten mainita, aineiston lisenssi on © the Author, 2017. This is an open access article distributed under the terms of a Creative Commons License.