Browsing BI Open by Author "Ling, Chengcheng"
Now showing items 1-1 of 1
-
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 ...