Blar i BI Open på forfatter "Ling, Chengcheng"
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Regularity of Local Times Associated with Volterra–Lévy Processes and Path-Wise Regularization of Stochastic Differential Equations
Harang, Fabian Andsem; Ling, Chengcheng (Journal article; Peer reviewed, 2021)We investigate the space-time regularity of the local time associated with Volterra–Lévy processes, including Volterra processes driven by α-stable processes for α∈(0,2]. We show that the spatial regularity of the local ...