Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths

Olivier Menoukeu Pamen, Antoine-Marie Bogso, Moustapha Dieye

Publication date: 12 November 2024

Published in: Bernoulli (Search for Journal in Brave)

stochastic differential equation Brownian sheet stochastic integration path-by-path uniqueness

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic integrals (60H05)

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