Besov regularity for the generalized local time of the indefinite Skorohod integral

DOI10.1016/J.ANIHPB.2006.01.001zbMATH Open1115.60060OpenAlexW2131733281MaRDI QIDQ868051FDOQ868051

Authors: Zongxia Liang 

Publication date: 19 February 2007

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2007__43_1_77_0

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zbMATH Keywords

Besov spacesSkorokhod integralgeneralized local times

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (2)

• Fractional smoothness for the generalized local time of the indefinite Skorokhod integral
• The existence and properties of local time of the Skorohod integral

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