Infinite dimensional quasi continuity, path continuity and ray continuity of functions with fractional regularity (Q5932259): Difference between revisions

The authors prove several continuity properties (\((p,r)\)-quasi continuity, path \((\frac{r}{2}-\frac{1}{p})\)-Hölder continuity if \(pr>2\) and ray \((r-\frac{1}{p})\)-Hölder continuity if \(pr>1\)) for functions in \((p,r)\)-Sobolev spaces over the infinite-dimensional Wiener spaces. Applications to the local time of smooth martingales and to the ergodicity of the Cameron-Martin space are given. Proofs are based to stochastic variations calculus and Dirichlet forms.