Régularité du temps local brownien dans les espaces de Besov-Orlicz

DOI10.4064/SM-118-2-145-156MaRDI QIDQ4882860zbMATHOpenAlexFDO

Authors Brahim Boufoussi

Publication date 17 February 1997

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/216269

zbMATH Keywords

Brownian motionlocal time processBesov-Orlicz space

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Spline approximation (41A15) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Local time and additive functionals (60J55)

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Cited in

(10)

• Decoupling on the Wiener space, related Besov spaces, and applications to BSDEs
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• A tightness criterion in Besov-Orlicz spaces and applications to the problem of occupation times
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• Fractional smoothness of some stochastic integrals
• On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space
• Modulation spaces, Wiener amalgam spaces, and Brownian motions
• Fractional smoothness for the generalized local time of the indefinite Skorokhod integral
• On Besov regularity and local time of the solution to the stochastic heat equation
• scientific article; zbMATH DE number 247188 (Why is no real title available?)

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