摘要
In this paper, applying the K-method in the real interpolation theory we show that for some semimartingales, their local times considered as functionals on the Wiener space belong to the fractional Sobolev spaces on the Wiener space Dpα for p > 1 and α < 1/2. Moreover, for the Brownian motion, we can prove that the result for the regularity of the local time as a functional on the Wiener space is optimal.
| 源语言 | 英语 |
|---|---|
| 页（从-至） | 719-724 |
| 页数 | 6 |
| 期刊 | Comptes Rendus de l'Academie des Sciences - Series I: Mathematics |
| 卷 | 330 |
| 期 | 8 |
| DOI | |
| 出版状态 | 已出版 - 15 4月 2000 |
| 已对外发布 | 是 |