Quasi sure quadratic variation of local times of smooth semimartingales.

DOI10.1016/j.bulsci.2003.11.001zbMath1055.60054OpenAlexW1965044052MaRDI QIDQ1427637

Kai He, Jiangang Ren

Publication date: 14 March 2004

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2003.11.001

Mathematics Subject Classification ID

Dirichlet forms (31C25) Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07) Potentials and capacities on other spaces (31C15)

Related Items (3)

Quasi-sure \(p\)-variation of fractional Brownian motion ⋮ Quasi sure analysis of local times of anticipating smooth semimartingales ⋮ Quasi Surep-Variation of Fractional Brownian Sheet

Cites Work

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• On a quasi everywhere existence of the local time of the 1-dimensional Brownian motion
• Smoothness of Brownian local times and related functionals
• Fractional order Sobolev spaces on Wiener space
• Quasi sure quadratic variation of smooth martingales
• Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space
• Local time is a semi-martingale
• Smoothness of local times of semimartingales
• Infinite dimensional quasi continuity, path continuity and ray continuity of functions with fractional regularity

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