Localization of Wiener Functionals of Fractional Regularity and Applications
主 题: Localization of Wiener Functionals of Fractional Regularity and Applications
报告人: 何凯副研究员（中科院数学与系统科学研究院应用数学研究所）
时 间: 2012-12-09 15：00-16:00
地 点: 英国威廉希尔公司理科一号楼1493（概率论系列报告）
We localize some of Watanabe\'s results on Wiener functionals of fractional regularity, and use them to give a precise estimation of the difference between two Donsker\'s delta functionals even with fractional differentiability. As an application, the convergence rate of the density of the Euler scheme for non-Markovian stochastic differential equations is obtained.
