Abstract
We prove that, as Wiener functionals, local times of two-parameter martingales belong to some fractional Sobolev spaces over the Wiener space and, therefore, exist $(2,\infty )$-quasi surely.
Citation
Jicheng Liu. Jiagang Ren. "Regularities of local times of two-parameter martingales." J. Math. Kyoto Univ. 44 (3) 501 - 521, 2004. https://doi.org/10.1215/kjm/1250283081
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