Occupation densities for stochastic integral processes in the second Wiener chaos

DOI10.1007/BF01194487zbMath0744.60055MaRDI QIDQ1187098

Peter Imkeller

Publication date: 28 June 1992

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Fourier transformsWiener chaosHilbert-Schmidt operatorsemimartingale theoryoccupation densities

Mathematics Subject Classification ID

Stochastic integrals (60H05) Local time and additive functionals (60J55)

Related Items (4)

Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos ⋮ Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory ⋮ Quasi sure analysis of local times of anticipating smooth semimartingales ⋮ A smooth approach to Malliavin calculus for Lévy processes

Cites Work

• Generalized stochastic integrals and the Malliavin calculus
• A two-sided stochastic integral and its calculus
• Stochastic calculus with anticipating integrands
• Local times of stochastic processes with positive definite bivariate densities
• Occupation densities
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
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