{
  "id": "1304.4316",
  "version": "v2",
  "published": "2013-04-16T03:12:39.000Z",
  "updated": "2014-03-27T13:06:09.000Z",
  "title": "Localization of Wiener Functionals of Fractional Regularity and Applications",
  "authors": [
    "Kai He",
    "Jiagang Ren",
    "Hua Zhang"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper we localize some of Watanabe's results on fractional Wiener functionals, and use them to give a precise estimate 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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2014-03-27T13:06:09.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "fractional regularity",
      "application",
      "localization",
      "non-markovian stochastic differential equations",
      "donskers delta functionals"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1304.4316H"
    }
  }
}