Regularity of stopping times of diffusion processes in Besov spaces

DOI10.4064/SM151-1-2zbMath0999.60049OpenAlexW1988961344MaRDI QIDQ4531904

Xicheng Zhang

Publication date: 26 May 2002

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/sm151-1-2

zbMATH Keywords

Besov spacesstopping times

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic calculus of variations and the Malliavin calculus (60H07) Foundations of stochastic processes (60G05)

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