Path continuity of fractional Dirichlet functionals
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The main novelty of this paper is to apply the theory of Lyons of integration on rough paths in the set of fractional Dirichlet functionals. Lyons-Zheng decomposition of Dirichlet processes is highly used. Application is done to the study of the local time of the Brownian motion on a manifold.
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Cites work
- Differential equations driven by rough signals
- Dirichlet forms and symmetric Markov processes
- scientific article; zbMATH DE number 3602126 (Why is no real title available?)
- scientific article; zbMATH DE number 1014073 (Why is no real title available?)
- Infinite dimensional quasi continuity, path continuity and ray continuity of functions with fractional regularity
- Renormalized differential geometry on path space: Structural equation, curvature
- Smoothness of local times of semimartingales
- The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
Cited in
(6)- Quasi sure analysis of local times of anticipating smooth semimartingales
- Quasi Surep-Variation of Fractional Brownian Sheet
- scientific article; zbMATH DE number 3976039 (Why is no real title available?)
- Infinite dimensional quasi continuity, path continuity and ray continuity of functions with fractional regularity
- Kusuoka-Stroock formula on configuration space and regularities of local times with jumps
- Quasi-sure p-variation of fractional Brownian motion
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