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
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