Regularities of local times of two-parameter martingales

Liu, Jicheng; Ren, Jiagang

J. Math. Kyoto Univ., Tome 44 (2004) no. 4, p. 501-521 / Harvested from Project Euclid

Résumé

We prove that, as Wiener functionals, local times of two-parameter martingales belong to some fractional Sobolev spaces over the Wiener space and, therefore, exist $(2,\infty )$-quasi surely.

Publié le : 2004-05-15
Classification: 60J55, 60G44, 60G48

@article{1250283081,
     author = {Liu, Jicheng and Ren, Jiagang},
     title = {Regularities of local times of two-parameter martingales},
     journal = {J. Math. Kyoto Univ.},
     volume = {44},
     number = {4},
     year = {2004},
     pages = { 501-521},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1250283081}
}

Liu, Jicheng; Ren, Jiagang. Regularities of local times of two-parameter martingales. J. Math. Kyoto Univ., Tome 44 (2004) no. 4, pp.  501-521. http://gdmltest.u-ga.fr/item/1250283081/