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: -