The existence and properties of local time of the Skorohod integral

DOI10.1515/ROSE.1993.1.3.293MaRDI QIDQ4861912zbMATH OpenOpenAlexFDO

Authors Yuliya S. Mishura

Publication date 8 February 1996

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1993.1.3.293

zbMATH Keywords

Malliavin calculusSkorokhod integralTanaka's formulalocal time of anticipating processes

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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Cited in

(3)

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• Integration by parts on Wiener space and the existence of occupation densities
• Fractional smoothness for the generalized local time of the indefinite Skorokhod integral

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