English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Zendy Plus

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Zendy Tools

Zendy Open

Assume a L\'evy process $X$ on the time interval $[0,1]$ that is an$L_2$-martingale and let $Y$ be either its stochastic exponential or $X$itself. We consider Riemann-approximations of certain stochastic integralsdriven by $Y$ and relate the $L_2$-approximation rates to the Malliavinfractional smoothness of the integral to be approximated. The Malliavinfractional smoothness is described by Besov spaces generated with the realinterpolation method.

A note on Malliavin fractional smoothness for L\'evy processes and approximation