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	Besov regularity for the generalized local time of the indefinite Skorohod integral
	Liang, Zongxia
	2010-05-06 ; 2010-05-06
关键词	Besov spaces generalized local times Malliavin calculus Skorohod integral lto-Skorohod integral OCCUPATION DENSITIES SPACE Statistics & Probability
中文摘要	Let X-t = integral(t)(0) u(s) dW(s) (t epsilon [0, 1]) be the indefinite Skorohod integral on the canonical probability space (Omega, F, P), and let L-t (x) (t epsilon [0, 1], x epsilon R) be its the generalized local time introduced by Tudor in [C.A. Tudor, Martingale-type stochastic calculus for anticipating integral processes, Bernoulli 10 (2004) 313-325]. We prove that the generalized local time, as function of x, has the same Besov regularity as the Brownian motion, as function of t, under some conditions imposed on the anticipating integrand u. (c) 2006 Elsevier Masson SAS. All rights reserved.
语种	英语 ; 英语
出版者	GAUTHIER-VILLARS/EDITIONS ELSEVIER ; PARIS ; 23 RUE LINOIS, 75015 PARIS, FRANCE
内容类型	期刊论文
源URL	[http://hdl.handle.net/123456789/13894]
专题	清华大学
推荐引用方式 GB/T 7714	Liang, Zongxia. Besov regularity for the generalized local time of the indefinite Skorohod integral[J],2010, 2010.
APA	Liang, Zongxia.(2010).Besov regularity for the generalized local time of the indefinite Skorohod integral..
MLA	Liang, Zongxia."Besov regularity for the generalized local time of the indefinite Skorohod integral".(2010).

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