2 citations · 3 across the 3 of their papers we have counts for
4 papers
Malliavin smoothness on the Lévy space with Hölder continuous or functionals
Eija Laukkarinen
We consider Malliavin smoothness of random variables , where is a pure jump Lévy process and is either bounded and Hölder continuous or of bounded variation. We sho…
A note on Malliavin smoothness on the Lévy space
Eija Laukkarinen
We consider Malliavin calculus based on the Itô chaos decomposition of square integrable random variables on the Lévy space. We show that when a random variable satisfies a certain…
A note on Malliavin fractional smoothness for Lévy processes and approximation
Christel Geiss, Stefan Geiss, Eija Laukkarinen
Assume a Lévy process on the time interval that is an -martingale and let be either its stochastic exponential or itself. We consider Riemann-approximation…
Denseness of certain smooth Lévy functionals in $\DD_{1,2}$
Christel Geiss, Eija Laukkarinen
The Malliavin derivative for a Lévy process can be defined on the space $\DD_{1,2}$ using a chaos expansion or in the case of a pure jump process also via an increment quot…