{"paper":{"title":"Weak differentiability of Wiener functionals and occupation times","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Alberto Ohashi, Alexandre B. Simas, Dorival Le\\~ao","submitted_at":"2017-11-28T06:30:05Z","abstract_excerpt":"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 "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1711.10895","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}