Smoothness of local times of semimartingales
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DOI10.1016/S0764-4442(00)00251-2zbMATH Open0956.60043OpenAlexW2017890769MaRDI QIDQ4489350FDOQ4489350
Hélène Airault, Jiagang Ren, Xicheng Zhang
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
Cited In (19)
- Fractional smoothness for the generalized local time of the indefinite Skorokhod integral
- Smoothness of stopping times of diffusion processes
- The fractional smoothness of integral functionals driven by Brownian motion
- Quasi sure analysis of local times of anticipating smooth semimartingales
- Relatively compact families of functionals on abstract Wiener space and applications
- Smoothness of Brownian local times and related functionals
- Kusuoka-Stroock formula on configuration space and regularities of local times with jumps
- Fractional smoothness of some stochastic integrals
- Path continuity of fractional Dirichlet functionals
- Quasi sure quadratic variation of local times of smooth semimartingales.
- Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
- Fractional smoothness of derivative of self-intersection local times
- Smoothness of self-intersection local time of multidimensional fractional Brownian motion
- Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space
- Regularity of local times of random fields
- Two-point correlation function and Feynman-Kac formula for the stochastic heat equation
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