Regularities of local times of two-parameter martingales

DOI10.1215/KJM/1250283081zbMATH Open1090.60039OpenAlexW1529151717MaRDI QIDQ816489FDOQ816489

Authors: Jicheng Liu, Jiagang Ren 

Publication date: 9 March 2006

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250283081

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zbMATH Keywords

Sobolev spaceWong-Zakai representation of two parameter martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Local time and additive functionals (60J55)

Cited In (8)

• Title not available (Why is that?)
• On the relations between increasing functions associated with two- parameter continuous martingales
• Local time for two-parameter continuous martingales with respect to the quadratic variation
• Smoothness of local times of semimartingales
• A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales
• Quasi-sure product variation of two-parameter smooth martingales on the Wiener space
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