Approximation at first and second order of -order integrals of the fractional Brownian motion and of certain semimartingales.
Gradinaru, Mihai, Nourdin, Ivan (2003)
Electronic Journal of Probability [electronic only]
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Gradinaru, Mihai, Nourdin, Ivan (2003)
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Evans, Steven N., Perkins, Edwin A. (1998)
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Mytnik, Leonid, Xiong, Jie (2007)
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Ghomrasni, Raouf (2006)
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Durrett, Richard, Mytnik, Leonid, Perkins, Edwin (2005)
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Eisenbaum, Nathalie, Kyprianou, Andreas (2008)
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Baudoin, Fabrice (2002)
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Mueller, Carl, Tribe, Roger (2004)
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Stefano Bonaccorsi, Marco Fuhrman (1999)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
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We prove some smoothing properties for the transition semigroup associated to a nonlinear stochastic equation in a Hilbert space. The proof introduces some tools from the Malliavin calculus and is based on a integration by parts formula.
Dawson, Donald A., Li, Zenghu, Wang, Hao (2001)
Electronic Journal of Probability [electronic only]
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Denis, Laurent, Matoussi, Anis, Stoica, Lucretiu (2009)
Electronic Journal of Probability [electronic only]
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