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Contents of PMS, Vol. 17, Fasc. 2,
pages 311 - 319
 

SUR LA DÉRIVÉE FRACTIONNAIRE DU TEMPS LOCAL BROWNIEN

B. Boufoussi
M. Eddahbi
A. Kamont

Abstract: In this paper, regularity of the fractional derivative (with respect to the space variable) of the brownian local time is studied. As a consequence, some results on the regularity of other additive functionals of brownian motion are obtained.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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