On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space

DOI10.1016/S0167-7152(01)00033-5zbMath0990.60075MaRDI QIDQ5953865

Xicheng Zhang

Publication date: 25 April 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00033-5

zbMATH Keywords

capacity; Besov spaces; local times; \(n\)-parameter Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60J55: Local time and additive functionals

Related Items

Regularity of local times of random fields

Cites Work

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