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

✍ Scribed by Xicheng Zhang

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 109 KB
Volume: 54
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(01)00033-5

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✦ Synopsis

In this paper, we prove that the local time L(t; x) of one-dimensional di usion process exists except for a set of (2; n) zero capacity for all n ¿ 1. Moreover, we also prove that L(t; x) as a function of x ∈ R quasi-everywhere belongs to Besov spaces B p; 1 for ¡ 1=2; 1 ¡ p ¡ ∞.

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