Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
Probability
2018-09-18 v3
Abstract
We investigate Bochner integrabilities of generalized Wiener functionals. We further formulate an It\^o formula for a diffusion in a distributional setting, and apply to investigate differentiability-index and integrability-index for which the Bochner integral belongs to .
Cite
@article{arxiv.1607.03596,
title = {Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals},
author = {Takafumi Amaba and Yoshihiro Ryu},
journal= {arXiv preprint arXiv:1607.03596},
year = {2018}
}
Comments
45 pages