dc.contributor.author | Harang, Fabian Andsem | |
dc.contributor.author | Ling, Chengcheng | |
dc.date.accessioned | 2021-09-29T12:45:26Z | |
dc.date.available | 2021-09-29T12:45:26Z | |
dc.date.created | 2021-09-15T11:59:28Z | |
dc.date.issued | 2021 | |
dc.identifier.citation | Journal of Theoretical Probability (2021) | en_US |
dc.identifier.issn | 0894-9840 | |
dc.identifier.uri | https://hdl.handle.net/11250/2786053 | |
dc.description.abstract | 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 time for Volterra–Lévy process is P-a.s. inverse proportional to the singularity of the associated Volterra kernel. We apply our results to the investigation of path-wise regularizing effects obtained by perturbation of ordinary differential equations by a Volterra–Lévy process which has sufficiently regular local time. Following along the lines of Harang and Perkowski (2020), we show existence, uniqueness and differentiability of the flow associated with such equations. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Springer | en_US |
dc.title | Regularity of Local Times Associated with Volterra–Lévy Processes and Path-Wise Regularization of Stochastic Differential Equations | en_US |
dc.type | Journal article | en_US |
dc.type | Peer reviewed | en_US |
dc.description.version | publishedVersion | en_US |
dc.source.journal | Journal of theoretical probability | en_US |
dc.identifier.doi | 10.1007/s10959-021-01114-4 | |
dc.identifier.cristin | 1934495 | |
dc.relation.project | Norges forskningsråd: 274410 | en_US |
cristin.ispublished | true | |
cristin.fulltext | original | |
cristin.qualitycode | 1 | |