@article{de397e9134654d8cbd5067be99d77954,
title = "Fractional smoothness of some stochastic integrals",
abstract = "We study the fractional smoothness in the sense of Malliavin calculus of stochastic integrals of the form ∫°1φ(Xs)dXs where X s is a semimartingale and φ belongs to some fractional Sobolev space over double struck R sign.",
keywords = "Fractional Sobolev space, Interpolation, Stochastic integral",
author = "Peng Xie and Zhang, {Xi Cheng}",
year = "2007",
month = jun,
doi = "10.1007/s10114-005-0859-z",
language = "English",
volume = "23",
pages = "1053--1058",
journal = "Acta Mathematica Sinica, English Series",
issn = "1439-8516",
publisher = "Springer Verlag",
number = "6",
}