Kusuoka-Stroock formula on configuration space and regularities of local times with jumps

DOI10.1007/s11118-007-9040-xzbMath1121.60059OpenAlexW1971837007MaRDI QIDQ884834

Xicheng Zhang, Jiangang Ren, Michael Roeckner

Publication date: 7 June 2007

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-007-9040-x

zbMATH Keywords

Local timeConfiguration spaceHilbert measurable fieldsKusuoka-Stroock formulaStochastic integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Gradient estimates and coupling property for semilinear SDEs driven by jump processes

Cites Work

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• Infinite dimensional quasi continuity, path continuity and ray continuity of functions with fractional regularity
• Stochastic Equations in Infinite Dimensions

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