Two-parameter \(p,q\)-variation paths and integrations of local times

DOI10.1007/s11118-006-9024-2zbMath1097.60061arXivmath/0509422OpenAlexW2060793155MaRDI QIDQ2503160

Huaizhong Zhao, Chunrong Feng

Publication date: 14 September 2006

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509422

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Local time and additive functionals (60J55)

Related Items (18)

Pathwise stochastic calculus with local times ⋮ The quadratic variation for mixed-fractional Brownian motion ⋮ The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 ⋮ Derivative for the intersection local time of two independent fractional Brownian motions ⋮ Rough path properties for local time of symmetric \(\alpha\) stable process ⋮ Rough path analysis for local time of G-Brownian motion ⋮ Rough path integral of local time ⋮ The generalized Bouleau-Yor identity for a sub-fractional Brownian motion ⋮ Integration with respect to the \(G\)-Brownian local time ⋮ Some remarks on local time-space calculus ⋮ Weak differentiability of Wiener functionals and occupation times ⋮ Derivative for self-intersection local time of multidimensional fractional Brownian motion ⋮ Temporal variation for fractional heat equations with additive white noise ⋮ Local times and Tanaka-Meyer formulae for càdlàg paths ⋮ Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) ⋮ Quadratic covariations for the solution to a stochastic heat equation with space-time white noise ⋮ A note on the sharp \(L^p\)-convergence rate of upcrossings to the Brownian local time ⋮ The quadratic covariation for a weighted fractional Brownian motion

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