Smoothness of stopping times of diffusion processes
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DOI10.1016/S0021-7824(99)00026-4zbMATH Open0958.60054OpenAlexW2044530570MaRDI QIDQ1569002FDOQ1569002
Hélène Airault, Paul Malliavin, Jiagang Ren
Publication date: 22 June 2000
Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0021-7824(99)00026-4
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Cited In (13)
- Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
- Localization of Wiener functionals of fractional regularity and applications
- Fractional smoothness for the generalized local time of the indefinite Skorokhod integral
- The fractional smoothness of integral functionals driven by Brownian motion
- Logarithmic heat kernel estimates without curvature restrictions
- L p Inequalities for Stopping Times of Diffusions
- Integration by parts formula for exit times of one dimensional diffusions
- Fractional smoothness of some stochastic integrals
- Fractional smoothness of derivative of self-intersection local times
- Smoothness of self-intersection local time of multidimensional fractional Brownian motion
- Regularity of stopping times of diffusion processes in Besov spaces
- Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion
- Regularity of local times of random fields
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