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dc.contributor.authorLaukkarinen, Eija
dc.date.accessioned2020-06-11T10:57:23Z
dc.date.available2020-06-11T10:57:23Z
dc.date.issued2020
dc.identifier.citationLaukkarinen, E. (2020). Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals. <i>Stochastic Processes and their Applications</i>, <i>130</i>(8), 4766-4792. <a href="https://doi.org/10.1016/j.spa.2020.01.016" target="_blank">https://doi.org/10.1016/j.spa.2020.01.016</a>
dc.identifier.otherCONVID_34530808
dc.identifier.urihttps://jyx.jyu.fi/handle/123456789/69886
dc.description.abstractWe 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 fractional differentiability off (X1) depend both on the regularity offand the Blumenthal-Getoor index of the Lévy measure.en
dc.format.mimetypeapplication/pdf
dc.languageeng
dc.language.isoeng
dc.relation.ispartofseriesStochastic Processes and their Applications
dc.rightsCC BY-NC-ND 4.0
dc.subject.otherLévy process
dc.subject.otherMalliavin calculus
dc.subject.otherinterpolation
dc.titleMalliavin smoothness on the Lévy space with Hölder continuous or BV functionals
dc.typearticle
dc.identifier.urnURN:NBN:fi:jyu-202006114131
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.type.coarhttp://purl.org/coar/resource_type/c_2df8fbb1
dc.description.reviewstatuspeerReviewed
dc.format.pagerange4766-4792
dc.relation.issn0304-4149
dc.relation.numberinseries8
dc.relation.volume130
dc.type.versionacceptedVersion
dc.rights.copyright© 2020 Elsevier B.V. All rights reserved.
dc.rights.accesslevelopenAccessfi
dc.subject.ysointerpolointi
dc.subject.ysostokastiset prosessit
dc.format.contentfulltext
jyx.subject.urihttp://www.yso.fi/onto/yso/p14376
jyx.subject.urihttp://www.yso.fi/onto/yso/p11400
dc.rights.urlhttps://creativecommons.org/licenses/by-nc-nd/4.0/
dc.relation.doi10.1016/j.spa.2020.01.016
dc.type.okmA1


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