Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2021-12-01 DOI:10.3150/22-BEJ1555

Antoine-Marie Bogso, M. Dieye, O. M. Pamen

引用次数: 3

Abstract

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.

查看原文本刊更多论文

布朗片的局部时间随机积分及布朗片路径的正则性

在这项工作中，我们推广了\cite{Ei00}中引入的随机局部时间空间积分到布朗页的情况。 %We develop a stochastic local time-space calculus with respect to the Brownian sheet. This allows us to prove a generalised two-parameter Itô 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.

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.