Kusuoka-stroock formula on configuration space and regularities of local times with jumps
Ren J, Röckner M, Zhang X (2007)
Potential Analysis 26(4): 363-396.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Ren, Jiagang;
Röckner, MichaelUniBi;
Zhang, Xicheng
Einrichtung
Abstract / Bemerkung
In this paper, we first extend the classical Ito stochastic integral to the case of measurable fields of Hilbert spaces. Then, a Kusuoka-Stroock formula on configuration space is proved. Using this formula, we study the fractional regularities of local times with jumps in the sense of the Malliavin calculus.
Stichworte
Hilbert measurable fields;
Kusuoka-Stroock;
formula;
configuration space;
local time;
stochastic integral
Erscheinungsjahr
2007
Zeitschriftentitel
Potential Analysis
Band
26
Ausgabe
4
Seite(n)
363-396
ISSN
0926-2601
Page URI
https://pub.uni-bielefeld.de/record/1594879
Zitieren
Ren J, Röckner M, Zhang X. Kusuoka-stroock formula on configuration space and regularities of local times with jumps. Potential Analysis. 2007;26(4):363-396.
Ren, J., Röckner, M., & Zhang, X. (2007). Kusuoka-stroock formula on configuration space and regularities of local times with jumps. Potential Analysis, 26(4), 363-396. https://doi.org/10.1007/s11118-007-9040-x
Ren, Jiagang, Röckner, Michael, and Zhang, Xicheng. 2007. “Kusuoka-stroock formula on configuration space and regularities of local times with jumps”. Potential Analysis 26 (4): 363-396.
Ren, J., Röckner, M., and Zhang, X. (2007). Kusuoka-stroock formula on configuration space and regularities of local times with jumps. Potential Analysis 26, 363-396.
Ren, J., Röckner, M., & Zhang, X., 2007. Kusuoka-stroock formula on configuration space and regularities of local times with jumps. Potential Analysis, 26(4), p 363-396.
J. Ren, M. Röckner, and X. Zhang, “Kusuoka-stroock formula on configuration space and regularities of local times with jumps”, Potential Analysis, vol. 26, 2007, pp. 363-396.
Ren, J., Röckner, M., Zhang, X.: Kusuoka-stroock formula on configuration space and regularities of local times with jumps. Potential Analysis. 26, 363-396 (2007).
Ren, Jiagang, Röckner, Michael, and Zhang, Xicheng. “Kusuoka-stroock formula on configuration space and regularities of local times with jumps”. Potential Analysis 26.4 (2007): 363-396.
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