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

页码：199 / 219

页数：21

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