广义Wiener泛函的分布Itô公式与正则化
Distributional Itô's Formula and Regularization of Generalized Wiener Functionals
摘要:
研究了广义Wiener泛函的Bochner可积性。我们进一步建立了分布情形下扩散的伊藤公式,并应用于研究Bochner积分属于$\mathbb{D}_{p}^{s}$的可微性指标$s$和可积性指标$p \geqslant 2$.
英文摘要:
We investigate Bochner integrabilities of generalized Wiener functionals. We further formulate an Itô formula for a diffusion in a distributional setting, and apply to investigate differentiability-index $s$ and integrability-index $p \geqslant 2$ for which the Bochner integral belongs to $\mathbb{D}_{p}^{s}$.
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