Concepedia

Smoothness of Brownian local times and related functionals

David Nualart, Josep Vives

Potential Analysis · 1992 · 45 citations · 2 references

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Concepts

EngineeringMeteorologyStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesDiffusion ProcessesMarkov ProcessesStochastic CalculusStochastic Differential EquationsBrownian DynamicsBrownian Local TimeLinear FunctionalsLocal TimeStandard Brownian Motion

References

2

Multiple Wiener Integral

Kiyosi Itô · Journal of the Mathematical Society of Japan · 1951 · 716 citations · Full text

Natural Sciences, Mathematics, Probability Theory +13

Sobolev spaces of Wiener functionals and Malliavin’s calculus

Hiroshi Sugita · Kyoto journal of mathematics · 1985 · 69 citations · Full text

Natural Sciences, German, Operations Research +12