Footnote:
Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
Description:
Harang FA, Ling C. Regularity of Local Times Associated with Volterra-Levy Processes and Path-Wise Regularization of Stochastic Differential Equations. Journal of Theoretical Probability . 2021;35:1706–1735. ; We investigate the space-time regularity of the local time associated with Volterra-Levy processes, including Volterra processes driven by alpha-stable processes for alpha is an element of. (0, 2]. We show that the spatial regularity of the local time for Volterra-Levy 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-Levy 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.