Smoothness of local times of semimartingales

DOI10.1016/S0764-4442(00)00251-2zbMath0956.60043OpenAlexW2017890769MaRDI QIDQ4489350

Hélène Airault, Xicheng Zhang, Jiangang Ren

Publication date: 7 March 2001

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(00)00251-2

zbMATH Keywords

Brownian motionfractional Sobolev spacesWiener space\(K\)-methodreal interpolation theory

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Sample path properties (60G17)

Related Items (15)

Relatively compact families of functionals on abstract Wiener space and applications ⋮ 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 ⋮ Kusuoka-Stroock formula on configuration space and regularities of local times with jumps ⋮ Fractional smoothness of derivative of self-intersection local times ⋮ Path continuity of fractional Dirichlet functionals ⋮ Quasi sure quadratic variation of local times of smooth semimartingales. ⋮ Quasi sure analysis of local times of anticipating smooth semimartingales ⋮ Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs ⋮ Two-point correlation function and Feynman-Kac formula for the stochastic heat equation ⋮ Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals ⋮ On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space ⋮ The fractional smoothness of integral functionals driven by Brownian motion

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