We consider Gaussian Besov spaces obtained by real interpolation and Riemann–Liouville operators of fractional integration on the Gaussian space and relate the fractional smoothness of a functional to the regularity of its heat extension. The results are applied to study an approximation problem in Lp for 2≤p<∞ for stochastic integrals with respect to the d-dimensional (geometric) Brownian motion.
© 2001-2024 Fundación Dialnet · Todos los derechos reservados