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

DOI10.1016/J.ANIHPB.2006.01.001MaRDI QIDQ868051zbMATH OpenOpenAlexFDO

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, http://www.numdam.org/item?id=AIHPB_2007__43_1_77_0/, https://eudml.org/doc/77925

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)

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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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