Regularities of local times of two-parameter martingales

DOI10.1215/kjm/1250283081zbMath1090.60039OpenAlexW1529151717MaRDI QIDQ816489

Jicheng Liu, Jiangang Ren

Publication date: 9 March 2006

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250283081

zbMATH Keywords

Sobolev spaceWong-Zakai representation of two parameter martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Local time and additive functionals (60J55)

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Quasi-sure product variation of two-parameter smooth martingales on the Wiener space

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