Besov regularity for the generalized local time of the indefinite Skorohod integral

DOI10.1016/J.ANIHPB.2006.01.001zbMath1115.60060OpenAlexW2131733281MaRDI QIDQ868051

Zongxia Liang

Publication date: 19 February 2007

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2007__43_1_77_0

zbMATH Keywords

Besov spacesSkorokhod integralgeneralized local times

Mathematics Subject Classification ID

Gaussian processes (60G15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)

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