Regularity of local times of random fields
The authors study the fractional smoothness of local times of a rather general class of processes. Starting with the occupation time formula, they prove under some restrictions that the local time belongs to a certain \(L_p\)-Sobolev space (on an abstract Wiener space), \(p>1\). Further, the quasi-existence of local times in the sense of Malliavin calculus is shown. These results can be applied to local times of \(N\)-parameter \(d\)-dimensional Brownian motion, fractional Brownian motion, to self-intersection local time of 2-dimensional Brownian motion, and to smooth semimartingales.
- Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters
- Smoothness of local times and self-intersection local times of Gaussian random fields
- Local time as an element of the Sobolev space
- Smoothness of local times of semimartingales
- Regularity of renormalized self-intersection local time for fractional Brownian motion
- A local time approach to the self-intersections of Brownian paths in space
- Fractional order Sobolev spaces on Wiener space
- scientific article; zbMATH DE number 48952 (Why is no real title available?)
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- scientific article; zbMATH DE number 3602125 (Why is no real title available?)
- scientific article; zbMATH DE number 3245885 (Why is no real title available?)
- scientific article; zbMATH DE number 3416765 (Why is no real title available?)
- Infinite dimensional quasi continuity, path continuity and ray continuity of functions with fractional regularity
- Occupation densities
- On a quasi everywhere existence of the local time of the 1-dimensional Brownian motion
- On the quasi-everywhere existence of the local time of the solution of a stochastic differential equation
- On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space
- Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space
- Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters
- Sample function properties of multi-parameter stable processes
- Smoothness of Brownian local times and related functionals
- Smoothness of local times of semimartingales
- Smoothness of stopping times of diffusion processes
- Sobolev spaces of Banach-valued functions associated with a Markov process
- Stochastic methods
- Tanaka formula for the fractional Brownian motion.
- Fractional smoothness of derivative of self-intersection local times
- On local times of self-similar random fields
- Local times for continuous paths of arbitrary regularity
- On the existence and the Hölder regularity of the local time of the Brownian bridge
- Smoothness of local times and self-intersection local times of Gaussian random fields
- Regularity of the sample paths of a general second order random field
- A class of fractional Brownian fields from branching systems and their regularity properties
- Smoothness of local times of semimartingales
- Regularity of local times of Gaussian self-similar quasi-helices
- scientific article; zbMATH DE number 848874 (Why is no real title available?)
- Local time as an element of the Sobolev space
- Existence and smoothness of local time and self-intersection local time for spherical Gaussian random fields
- On the existence and regularity of local times
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