The existence and properties of local time of the Skorohod integral

DOI10.1515/ROSE.1993.1.3.293zbMATH Open0841.60038OpenAlexW1995136429MaRDI QIDQ4861912FDOQ4861912

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

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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)

Cited In (3)

• An explicit representation of local times of anticipative processes
• 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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