Report
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths
| العنوان: | Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths |
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| المؤلفون: | Bogso, Antoine-Marie, Dieye, Moustapha, Pamen, Olivier Menoukeu |
| المصدر: | Bernoulli 29(4): 2627-2651 (November 2023) |
| سنة النشر: | 2021 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, 60G17 |
| الوصف: | In this work, we generalise the stochastic local time space integration introduced in \cite{Ei00} to the case of Brownian sheet. %We develop a stochastic local time-space calculus with respect to the Brownian sheet. This allows us to prove a generalised two-parameter It\^o formula and derive Davie type inequalities for the Brownian sheet. Such estimates are useful to obtain regularity bounds for some averaging type operators along Brownian sheet curves. Comment: 26 pages |
| نوع الوثيقة: | Working Paper |
| DOI: | 10.3150/22-BEJ1555 |
| URL الوصول: | http://arxiv.org/abs/2112.00401 |
| رقم الانضمام: | edsarx.2112.00401 |
| قاعدة البيانات: | arXiv |
| DOI: | 10.3150/22-BEJ1555 |
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