Smoothness of Ito maps and diffusion processes on path spaces
Let p ∈ [1, 2) and α, ε > 0 be such that α ∈ (p - 1, 1 - ε). Let V, W be two Euclidean spaces. Let Ωp (V) be the space of continuous paths taking values in V and with finite p-variation. Let k ∈ N and f : W → Hom (V, W) be a Lip (k + α + ε) map in the sense of E.M. Stein [Stein E.M., Singular...
| প্রধান লেখক: | , |
|---|---|
| বিন্যাস: | Journal article |
| ভাষা: | English |
| প্রকাশিত: |
2006
|