English

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 ss and integrability-index p2p \geqslant 2 for which the Bochner integral belongs to Dps\mathbb{D}_{p}^{s}.

Keywords

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

R2 v1 2026-06-22T14:53:06.033Z