Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A note on Malliavin fractional smoothness for L\'evy processes and
  approximation   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 integrals
driven by $Y$ and relate the $L_2$-approximation rates to the Malliavin
fractional smoothness of the integral to be approximated. The Malliavin
fractional smoothness is described by Besov spaces generated with the real
interpolation method.

17
The categories of this paper are: q-fin
6
The categories of this paper are: astro-ph
11
The categories of this paper are: hep-lat
5
The categories of this paper are: gr-qc
27
The categories of this paper are: comp-gas
37
The categories of this paper are: supr-con
1
The categories of this paper are: cs
26
The categories of this paper are: bayes-an
23
The categories of this paper are: solv-int
24
The categories of this paper are: dg-ga
29
The categories of this paper are: funct-an
18
The categories of this paper are: econ
34
The categories of this paper are: chem-ph
15
The categories of this paper are: nucl-ex
4
The categories of this paper are: cond-mat
20
The categories of this paper are: acc-phys