Fractional smoothness for the generalized local time of the indefinite Skorokhod integral (Q852612): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Smoothness of stopping times of diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothness of local times of semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus with respect to Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Régularité du temps local brownien dans les espaces de Besov-Orlicz / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5288289 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic analysis of the fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration by parts on Wiener space and the existence of occupation densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4337939 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4842684 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothness of Brownian local times and related functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale-type stochastic calculus for anticipating integral processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional order Sobolev spaces on Wiener space / rank
 
Normal rank

Latest revision as of 22:59, 24 June 2024

scientific article
Language Label Description Also known as
English
Fractional smoothness for the generalized local time of the indefinite Skorokhod integral
scientific article

    Statements

    Fractional smoothness for the generalized local time of the indefinite Skorokhod integral (English)
    0 references
    0 references
    15 November 2006
    0 references
    0 references
    0 references
    0 references
    0 references
    Malliavin calculus
    0 references
    Itô-Skorokhod integral
    0 references
    fractional Sobolev spaces
    0 references
    0 references