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- W2775128551 abstract "In this paper, we establish a universal variational characterization of the non-martingale components associated with weakly differentiable Wiener functionals in the sense of Le~ao, Ohashi and Simas. It is shown that any Dirichlet process (in particular semimartingales) is a differential form w.r.t Brownian motion driving noise. The drift components are characterized in terms of limits of integral functionals of horizontal-type perturbations and first-order variation driven by a two-parameter occupation time process. Applications to a class of path-dependent rough transformations of Brownian paths under finite $p$-variation ($pge 2$) regularity is also discussed. Under stronger regularity conditions in the sense of finite $(p,q)$-variation, the connection between weak differentiability and two-parameter local time integrals in the sense of Young is established." @default.
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- W2775128551 date "2017-11-28" @default.
- W2775128551 modified "2023-09-27" @default.
- W2775128551 title "Weak differentiability of Wiener functionals and occupation times" @default.
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