Regularity of local times of random fields

被引：1
作者：
Ren, Jiagang [1 ]
Zhang, Xicheng
机构：
[1] Zhongshan Univ, Sch Math & Computat Sci, Guangzhou 510275, Guangdong, Peoples R China
[2] Huazhong Univ Sci & Technol, Dept Math, Wuhan 430074, Hubei, Peoples R China
来源：
JOURNAL OF FUNCTIONAL ANALYSIS | 2007年 / 249卷 / 01期
基金：
美国国家科学基金会;
关键词：
quasi-sure existence; local time; N-parameter d-dimensional Brownian motion; fractional Brownian motion; self-intersection local time; smooth semimartingale;
D O I：
10.1016/j.jfa.2007.04.017
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we study the fractional smoothness of local times of general processes starting from the occupation time formula, and obtain the quasi-sure existence of local times in the sense of the Malliavin calculus. This general result is then applied to the local times of N-parameter d-dimensional Brownian motions, fractional Brownian motions and the self-intersection local time of the 2-dimensional Brownian motion, as well as smooth semimartingales. (c) 2007 Elsevier Inc. All rights reserved.
引用
收藏
页码：199 / 219
页数：21
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