Smoothness of local times of semimartingales

DOI10.1016/S0764-4442(00)00251-2zbMath0956.60043OpenAlexW2017890769MaRDI QIDQ4489350

Hélène Airault, Xicheng Zhang, Jiangang Ren

Publication date: 7 March 2001

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(00)00251-2

zbMATH Keywords

Brownian motionfractional Sobolev spacesWiener space\(K\)-methodreal interpolation theory

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Sample path properties (60G17)

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