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dc.contributor.authorLaukkarinen, Eija
dc.date.accessioned2017-07-03T04:32:06Z
dc.date.available2017-07-03T04:32:06Z
dc.date.issued2017
dc.identifier.citationLaukkarinen, 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.otherCONVID_27101247
dc.identifier.otherTUTKAID_74342
dc.identifier.urihttps://jyx.jyu.fi/handle/123456789/54779
dc.description.abstractWe 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.isoeng
dc.publisherUniversity of Washington
dc.relation.ispartofseriesElectronic Communications in Probability
dc.subject.otherLévy process
dc.subject.otherMalliavin calculus
dc.titleA note on Malliavin smoothness on the Lévy space
dc.typearticle
dc.identifier.urnURN:NBN:fi:jyu-201706303191
dc.contributor.laitosMatematiikan ja tilastotieteen laitosfi
dc.contributor.laitosDepartment of Mathematics and Statisticsen
dc.contributor.oppiaineMatematiikkafi
dc.contributor.oppiaineMathematicsen
dc.type.urihttp://purl.org/eprint/type/JournalArticle
dc.date.updated2017-06-30T09:15:20Z
dc.type.coarjournal article
dc.description.reviewstatuspeerReviewed
dc.relation.issn1083-589X
dc.relation.numberinseries0
dc.relation.volume22
dc.type.versionpublishedVersion
dc.rights.copyright© the Author, 2017. This is an open access article distributed under the terms of a Creative Commons License.
dc.rights.accesslevelopenAccessfi
dc.subject.ysointerpolointi
dc.subject.ysomatematiikka
dc.subject.ysotila
jyx.subject.urihttp://www.yso.fi/onto/yso/p14376
jyx.subject.urihttp://www.yso.fi/onto/yso/p3160
jyx.subject.urihttp://www.yso.fi/onto/yso/p7432
dc.rights.urlhttps://creativecommons.org/licenses/by/2.5/legalcode
dc.relation.doi10.1214/17-ECP65


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© the Author, 2017. This is an open access article distributed under the terms of a Creative Commons License.
Ellei muuten mainita, aineiston lisenssi on © the Author, 2017. This is an open access article distributed under the terms of a Creative Commons License.