@article{d786d4090ee04fe1ab4e278a1a83ddd2,
title = "Kusuoka-Stroock formula on configuration space and regularities of local times with jumps",
abstract = "In this paper, we first extend the classical It{\^o} stochastic integral to the case of measurable fields of Hilbert spaces. Then, a Kusuoka-Stroock formula on configuration space is proved. Using this formula, we study the fractional regularities of local times with jumps in the sense of the Malliavin calculus.",
keywords = "Configuration space, Hilbert measurable fields, Kusuoka-Stroock formula, Local time, Stochastic integral",
author = "Jiagang Ren and Michael R{\"o}ckner and Xicheng Zhang",
year = "2007",
month = jun,
doi = "10.1007/s11118-007-9040-x",
language = "English",
volume = "26",
pages = "363--396",
journal = "Potential Analysis",
issn = "0926-2601",
publisher = "Springer Netherlands",
number = "4",
}