Fractional smoothness for the generalized local time of the indefinite Skorokhod integral

DOI10.1016/j.jfa.2006.01.009zbMath1106.60048OpenAlexW2160649647MaRDI QIDQ852612

Zongxia Liang

Publication date: 15 November 2006

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2006.01.009

zbMATH Keywords

Malliavin calculusfractional Sobolev spacesItô-Skorokhod integral

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals

Cites Work

• Smoothness of Brownian local times and related functionals
• Stochastic analysis of the fractional Brownian motion
• Integration by parts on Wiener space and the existence of occupation densities
• Fractional order Sobolev spaces on Wiener space
• Smoothness of stopping times of diffusion processes
• Martingale-type stochastic calculus for anticipating integral processes
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Smoothness of local times of semimartingales
• Régularité du temps local brownien dans les espaces de Besov-Orlicz
• Stochastic calculus with respect to Gaussian processes
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