Smoothness of local times of semimartingales

DOI10.1016/S0764-4442(00)00251-2MaRDI QIDQ4489350zbMATH OpenOpenAlexFDO

Authors Hélène Airault, Xicheng Zhang, Jiagang Ren

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

zbMATH Keywords

Brownian motionfractional Sobolev spacesWiener space\(K\)-methodreal interpolation theory

Mathematics Subject Classification ID

Sample path properties (60G17) Martingales with continuous parameter (60G44)

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Cited in

(19)

• Regularity of local times of random fields
• On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space
• Decoupling on the Wiener space, related Besov spaces, and applications to BSDEs
• 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.
• 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
• scientific article; zbMATH DE number 1304777 (Why is no real title available?)
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• Two-point correlation function and Feynman-Kac formula for the stochastic heat equation

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