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On the existence and the Hölder regularity of the local time of the Brownian bridge.
- Source :
-
Random Operators & Stochastic Equations . Dec2022, Vol. 30 Issue 4, p259-270. 12p. - Publication Year :
- 2022
-
Abstract
- In this paper, we will establish the existence and the Hölder regularity of the local time of the Brownian bridge. Our results are obtained by using a result on Malliavin calculus in [K. Es-Sebaiy, D. Nualart, Y. Ouknine and C. A. Tudor, Occupation densities for certain processes related to fractional Brownian motion, Stochastics 82 2010, 1–3, 133–147] for a Gaussian process with an absolutely continuous random drift, jointly with the classical approach based on the concept of local nondeterminism for Gaussian processes introduced by Berman [S. M. Berman, Local nondeterminism and local times of Gaussian processes, Indiana Univ. Math. J. 23 1973/74, 69–94]. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 09266364
- Volume :
- 30
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- Random Operators & Stochastic Equations
- Publication Type :
- Academic Journal
- Accession number :
- 160362878
- Full Text :
- https://doi.org/10.1515/rose-2022-2087