Smoothness of stopping times of diffusion processes
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Publication:1569002
DOI10.1016/S0021-7824(99)00026-4zbMath0958.60054OpenAlexW2044530570MaRDI QIDQ1569002
Hélène Airault, Paul Malliavin, Jiangang Ren
Publication date: 22 June 2000
Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0021-7824(99)00026-4
Related Items (10)
Fractional smoothness for the generalized local time of the indefinite Skorokhod integral ⋮ Regularity of local times of random fields ⋮ Fractional smoothness of some stochastic integrals ⋮ Smoothness of self-intersection local time of multidimensional fractional Brownian motion ⋮ Fractional smoothness of derivative of self-intersection local times ⋮ Localization of Wiener functionals of fractional regularity and applications ⋮ Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion ⋮ Logarithmic heat kernel estimates without curvature restrictions ⋮ Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion ⋮ The fractional smoothness of integral functionals driven by Brownian motion
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