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Fractional Smoothness of Some Stochastic Integrals
fractional Sobolev space stochastic integral interpolation
2007/12/12
We study the fractional smoothness in the sense of Malliavin calculus of stochastic integrals of the form $\int_0^1\p(X_s)dX_s$, where $X_s$ is a semimartingale and $\p$ belongs to some fractional Sob...