scientific article; zbMATH DE number 1778151

MaRDI QIDQ4544049zbMATH OpenFDO

Authors Xicheng Zhang

Publication date 11 August 2002

zbMATH Keywords

\(K\)-methodfractional Sobolev spacesinterpolation theoryMalliavin calculusself-intersection local timeSobolev spaces

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Local time and additive functionals (60J55)

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Cited in

(9)

• The intersection local time of fractional Brownian motion in the plane
• A remark on non-smoothness of the self-intersection local time of planar Brownian motion
• Fractional smoothness of derivative of self-intersection local times
• Self-intersection local time of planar Brownian motion based on a strong approximation by random walks
• scientific article; zbMATH DE number 679794 (Why is no real title available?)
• Un principe d'invariance fort pour le temps local d'intersection renormalisé du mouvement brownien plan
• Smoothness of local times of semimartingales
• Hilbert-valued self-intersection local times for planar Brownian motion
• Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\)

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