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...
| Main Authors: | , |
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| Format: | Journal article |
| Sprog: | English |
| Udgivet: |
2006
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