Fractional Smoothness of Some Stochastic Integrals

Authors
Xie, Peng Zhang, Xi Cheng
Citation
Xie, Peng et Zhang, Xi Cheng, Fractional Smoothness of Some Stochastic Integrals, Acta mathematica Sinica. English series (Print) , 23(6), 2007, pp. 1053-1058
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
23
Issue
6
Year of publication
2007
Pages
1053 - 1058
Database
ACNP
SICI code
Abstract
We study the fractional smoothness in the sense of Malliavin calculus of stochastic integrals of the form .10.(Xs)dXs, where X s is a semimartingale and . belongs to some fractional Sobolev space over ..