EconPapers    
Economics at your fingertips  
 

On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space

Xicheng Zhang

Statistics & Probability Letters, 2001, vol. 54, issue 2, 161-169

Abstract: In this paper, we prove that the local time L(t,x) of one-dimensional diffusion process exists except for a set of (2,n) zero capacity for all n[greater-or-equal, slanted]1. Moreover, we also prove that L(t,x) as a function of quasi-everywhere belongs to Besov spaces for [alpha]

Keywords: Local; times; Capacity; n-parameter; Ornstein-Uhlenbeck; process; Besov; spaces (search for similar items in EconPapers)
Date: 2001
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(01)00033-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:54:y:2001:i:2:p:161-169

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:54:y:2001:i:2:p:161-169